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 risk
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BIDS Library and Documentation Center | Non-fiction | SE Sto. U IIES SP-515 (Browse shelf) | C-01 | Available | 089389 |
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| SE Sto. U IIES SP-512 Economic development, wage structure and implicit insurance on human capital / | SE Sto. U IIES SP-513 Trade policy for imported intermediate inputs : | SE Sto. U IIES SP-514 Output gains from economic liberalization : | SE Sto. U IIES SP-515 The intertemporal capital asset pricing model with returns that follow poisson jump-diffusion processes / | SE Sto. U IIES SP-516 Asymmetric information : | SE Sto. U IIES SP-517 Inflation in fixed exchange rate regimes : | SE Sto. U IIES SP-518 Politics and economic policy / |
Includes bibliographical references.