Multifrequency jump-diffusions: an equilibrium approach
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2006
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
12797 |
| Online-Zugang: | Volltext |
| Beschreibung: | Literaturverz. S. 27 - 31 |
| Beschreibung: | 31, [4] S. graph. Darst. 22 cm |
Internformat
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| 245 | 1 | 0 | |a Multifrequency jump-diffusions |b an equilibrium approach |c Laurent E. Calvet ; Adlai J. Fisher |
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Datensatz im Suchindex
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| publishDate | 2006 |
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| spelling | Calvet, Laurent E. 1969- Verfasser (DE-588)128649739 aut Multifrequency jump-diffusions an equilibrium approach Laurent E. Calvet ; Adlai J. Fisher Cambridge, Mass. National Bureau of Economic Research 2006 31, [4] S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 12797 Literaturverz. S. 27 - 31 Fisher, Adlai Verfasser (DE-588)13056575X aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 12797 (DE-604)BV002801238 12797 http://papers.nber.org/papers/w12797.pdf kostenfrei Volltext |
| spellingShingle | Calvet, Laurent E. 1969- Fisher, Adlai Multifrequency jump-diffusions an equilibrium approach |
| title | Multifrequency jump-diffusions an equilibrium approach |
| title_auth | Multifrequency jump-diffusions an equilibrium approach |
| title_exact_search | Multifrequency jump-diffusions an equilibrium approach |
| title_exact_search_txtP | Multifrequency jump-diffusions an equilibrium approach |
| title_full | Multifrequency jump-diffusions an equilibrium approach Laurent E. Calvet ; Adlai J. Fisher |
| title_fullStr | Multifrequency jump-diffusions an equilibrium approach Laurent E. Calvet ; Adlai J. Fisher |
| title_full_unstemmed | Multifrequency jump-diffusions an equilibrium approach Laurent E. Calvet ; Adlai J. Fisher |
| title_short | Multifrequency jump-diffusions |
| title_sort | multifrequency jump diffusions an equilibrium approach |
| title_sub | an equilibrium approach |
| url | http://papers.nber.org/papers/w12797.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT calvetlaurente multifrequencyjumpdiffusionsanequilibriumapproach AT fisheradlai multifrequencyjumpdiffusionsanequilibriumapproach |