Jump risks and the intertemporal capital asset pricing model
Robert A. Jarrow; Eric R. Rosenfeld
| Year of publication: |
1984
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|---|---|
| Authors: | Jarrow, Robert A. ; Rosenfeld, Eric R. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 57.1984, 3, p. 337-351
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| Subject: | Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003071453