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The dual jump diffusion model for security prices

dc.contributor.advisorAndrew W. Lo.en_US
dc.contributor.authorFrost, Daniel Allenen_US
dc.date.accessioned2005-08-16T15:12:55Z
dc.date.available2005-08-16T15:12:55Z
dc.date.copyright1993en_US
dc.date.issued1993en_US
dc.identifier.urihttp://hdl.handle.net/1721.1/12509
dc.descriptionThesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1993.en_US
dc.descriptionVita.en_US
dc.descriptionIncludes bibliographical references (leaves 225-227).en_US
dc.description.statementofresponsibilityby Daniel Allen Frost.en_US
dc.format.extent228 leavesen_US
dc.format.extent13802392 bytes
dc.format.extent13802147 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/pdf
dc.language.isoengen_US
dc.publisherMassachusetts Institute of Technologyen_US
dc.rightsM.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.en_US
dc.rights.urihttp://dspace.mit.edu/handle/1721.1/7582
dc.subjectElectrical Engineering and Computer Scienceen_US
dc.titleThe dual jump diffusion model for security pricesen_US
dc.typeThesisen_US
dc.description.degreePh.D.en_US
dc.contributor.departmentMassachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
dc.identifier.oclc29970350en_US


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