Bentzen, Eric
The intertemporal capital asset pricing model with returns that follow poisson jump-diffusion processes / Eric Bentzen - Stockholm : Institute for International Economic Studies (IIES) , 1992 - 16, [5]p. : ill. ; 28 cm. - Seminar paper (University of Stockholm, Institute for International Economic Studies,) no. 515 .
Includes bibliographical references.
Capital--Asset--Pricing--Modell
Poisson process
Rate risk
SE Sto. U IIES SP-515
The intertemporal capital asset pricing model with returns that follow poisson jump-diffusion processes / Eric Bentzen - Stockholm : Institute for International Economic Studies (IIES) , 1992 - 16, [5]p. : ill. ; 28 cm. - Seminar paper (University of Stockholm, Institute for International Economic Studies,) no. 515 .
Includes bibliographical references.
Capital--Asset--Pricing--Modell
Poisson process
Rate risk
SE Sto. U IIES SP-515