The international capital asset pricing model with returns that follow poisson jump-diffusion processes
By: Eric Bentzen and Peter Sellin.
Contributors: Sellin, Peter.
Series: International economics seminar paper series / Stockholm University, Institute for International Economic Studies -- no.515; International economics seminar paper (Stockholm University, Institute for International Economic Studies) -- no.515.
Publisher: Stockholm University, Institute for International Economic Studies
Published: 1992
Place of publication: Stockholm
Language: eng