A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Journal of Business and Economic Statistics |
| Volume | 14 |
| Issue number | 1 |
| Pages (from-to) | 31-43 |
| ISSN | 0735-0015 |
| Publication status | Published - 1996 |
ID: 156123