The Intertemporal Capital Asset Pricing Model with Returns that Follow Poisson Jump-Diffusion Processes.
| Year of publication: |
1992
|
|---|---|
| Authors: | Bentzen, E. ; Sellin, P. |
| Institutions: | Institute for International Economic Studies (IIES), Stockholms Universitet |
| Subject: | capital market | economic models |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 15 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005669812