The intertemporal capital asset pricing model with returns that follow poisson jump-diffusion processes / Eric Bentzen
By: Bentzen, Eric | Institute for International Economic Studies University of Stockholm.
Material type: BookSeries: Seminar paper (University of Stockholm, Institute for International Economic Studies,) no. 515.Publisher: Stockholm : Institute for International Economic Studies (IIES) , 1992Description: 16, [5]p. : ill. ; 28 cm.Subject(s): Capital -- Asset -- Pricing -- Modell | Poisson process | Rate riskItem type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|---|
Documents | BIDS Library and Documentation Center | Non-fiction | SE Sto. U IIES SP-515 (Browse shelf) | C-01 | Available | 089389 |
Includes bibliographical references.