Open AccessThe effect of extreme asset prices to the valuation of zero coupon bond with jump diffusion processes
Author(s) -
Di Asih I Maruddani,
Abdurakhman Abdurakhman,
Diah Safitri
Publication year - 2019
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1217/1/012075
Subject(s) - jump diffusion , bond , econometrics , valuation (finance) , bond valuation , jump , zero coupon bond , economics , financial economics , mathematics , finance , physics , quantum mechanics