The dual jump diffusion model for security prices

Author(s)
Frost, Daniel Allen
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Advisor
Andrew W. Lo.
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Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1993.
 
Vita.
 
Includes bibliographical references (leaves 225-227).
 
Date issued
1993
URI
http://hdl.handle.net/1721.1/12509
Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Publisher
Massachusetts Institute of Technology
Keywords
Electrical Engineering and Computer Science
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