The Intertemporal Capital Asset Pricing Model with Returns that Follow Poisson Jump-Diffusion Processes

E. Bentzen and P. Sellin

Working Papers from Stockholm - International Economic Studies

Keywords: capital market; economic models (search for similar items in EconPapers)
Pages: 15 pages
Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:fth:stocin:515

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