A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps

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Standard

A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps. / Ho, Mun; Perraudin, Willian; Sørensen, Bent Ejlif.

I: Journal of Business and Economic Statistics, Bind 14, Nr. 1, 1996, s. 31-43.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Ho, M, Perraudin, W & Sørensen, BE 1996, 'A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps', Journal of Business and Economic Statistics, bind 14, nr. 1, s. 31-43.

APA

Ho, M., Perraudin, W., & Sørensen, B. E. (1996). A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps. Journal of Business and Economic Statistics, 14(1), 31-43.

Vancouver

Ho M, Perraudin W, Sørensen BE. A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps. Journal of Business and Economic Statistics. 1996;14(1):31-43.

Author

Ho, Mun ; Perraudin, Willian ; Sørensen, Bent Ejlif. / A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps. I: Journal of Business and Economic Statistics. 1996 ; Bind 14, Nr. 1. s. 31-43.

Bibtex

@article{bcdfc5d074c611dbbee902004c4f4f50,
title = "A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps",
author = "Mun Ho and Willian Perraudin and S{\o}rensen, {Bent Ejlif}",
year = "1996",
language = "English",
volume = "14",
pages = "31--43",
journal = "Journal of Business and Economic Statistics",
issn = "0735-0015",
publisher = "Taylor & Francis",
number = "1",

}

RIS

TY - JOUR

T1 - A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps

AU - Ho, Mun

AU - Perraudin, Willian

AU - Sørensen, Bent Ejlif

PY - 1996

Y1 - 1996

M3 - Journal article

VL - 14

SP - 31

EP - 43

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

SN - 0735-0015

IS - 1

ER -

ID: 156123