Multifrequency jump-diffusions : an equilibrium approach
Year of publication: |
2008
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Authors: | Calvet, Laurent E. ; Fisher, Adlai |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 44.2008, 2, p. 207-226
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Subject: | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Schock | Shock | Wirtschaftsmodell | Economic model |
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