The intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Stockholm
Inst. for Internat. Economic Studies
1992
|
| Schriftenreihe: | Institutet för Internationell Ekonomi <Stockholm>: Seminar paper
515 |
| Schlagworte: | |
| Beschreibung: | 16, [5] S. |
Internformat
MARC
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Datensatz im Suchindex
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| id | DE-604.BV010208740 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:48:29Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006783605 |
| oclc_num | 27835388 |
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| physical | 16, [5] S. |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
| publisher | Inst. for Internat. Economic Studies |
| record_format | marc |
| series | Institutet för Internationell Ekonomi <Stockholm>: Seminar paper |
| series2 | Institutet för Internationell Ekonomi <Stockholm>: Seminar paper |
| spelling | Bentzen, Eric Verfasser aut The intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes by Eric Bentzen and Peter Sellin Stockholm Inst. for Internat. Economic Studies 1992 16, [5] S. txt rdacontent n rdamedia nc rdacarrier Institutet för Internationell Ekonomi <Stockholm>: Seminar paper 515 Poisson-Prozess (DE-588)4174971-6 gnd rswk-swf Sprungfunktion (DE-588)4280353-6 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Kursrisiko (DE-588)4224506-0 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 s Poisson-Prozess (DE-588)4174971-6 s Sprungfunktion (DE-588)4280353-6 s Kursrisiko (DE-588)4224506-0 s DE-604 Sellin, Peter Verfasser aut Institutet för Internationell Ekonomi <Stockholm>: Seminar paper 515 (DE-604)BV002808059 515 |
| spellingShingle | Bentzen, Eric Sellin, Peter The intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes Institutet för Internationell Ekonomi <Stockholm>: Seminar paper Poisson-Prozess (DE-588)4174971-6 gnd Sprungfunktion (DE-588)4280353-6 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Kursrisiko (DE-588)4224506-0 gnd |
| subject_GND | (DE-588)4174971-6 (DE-588)4280353-6 (DE-588)4121078-5 (DE-588)4224506-0 |
| title | The intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes |
| title_auth | The intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes |
| title_exact_search | The intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes |
| title_full | The intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes by Eric Bentzen and Peter Sellin |
| title_fullStr | The intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes by Eric Bentzen and Peter Sellin |
| title_full_unstemmed | The intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes by Eric Bentzen and Peter Sellin |
| title_short | The intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes |
| title_sort | the intertemporal capital asset pricing model with returns that follow poisson jump diffusion processes |
| topic | Poisson-Prozess (DE-588)4174971-6 gnd Sprungfunktion (DE-588)4280353-6 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Kursrisiko (DE-588)4224506-0 gnd |
| topic_facet | Poisson-Prozess Sprungfunktion Capital-Asset-Pricing-Modell Kursrisiko |
| volume_link | (DE-604)BV002808059 |
| work_keys_str_mv | AT bentzeneric theintertemporalcapitalassetpricingmodelwithreturnsthatfollowpoissonjumpdiffusionprocesses AT sellinpeter theintertemporalcapitalassetpricingmodelwithreturnsthatfollowpoissonjumpdiffusionprocesses |