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CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION

Year of publication:
1995
Authors: Perraudin, W.R.M. ; Sorensen, B.E.
Institutions: Faculty of Economics, University of Cambridge
Subject: arbitrage | pricing
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Series:
Cambridge Working Papers in Economics.
Type of publication: Book / Working Paper
Notes:
23 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005272583
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