Jump risks and the intertemporal capital asset pricing model
By: by Robert A. Jarrow, Eric R. Rosenfeld
Contributors: Rosenfeld, Eric, joint author
Series: Working paper / Division of Research, Graduate School of Business Administration, Harvard University -- HBS 83-36; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 83-36
Publisher: Division of Research, Graduate School of Business Administration, Harvard University
Published: 1983
Place of publication: Boston, Mass. (Soldiers Field, Boston 02163)
Language: eng
Number of pages: 26
Subjects: Capital assets pricing model
Notes: Bibliography: leaves 25-26.