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