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A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps

✍ Scribed by Mun S. Ho, William R. M. Perraudin and Bent E. Sørensen

Book ID: 124697459
Publisher: American Statistical Association
Year: 1996
Tongue: English
Weight: 458 KB
Volume: 14
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1392097

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