Exact Pricing in Linear Factor Models with Finitely Many Assets: A Note.
| Year of publication: |
1983
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|---|---|
| Authors: | Chen, Nai-fu ; Ingersoll Jr., Jonathan E |
| Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 38.1983, 3, p. 985-88
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| Publisher: |
American Finance Association - AFA |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005214502