JUMP RISKS AND THE INTERTEMPORAL CAPITAL-ASSET PRICING MODEL

被引：124

作者：

JARROW, RA ^{[1
]}

ROSENFELD, ER ^{[1
]}

机构：

[1] HARVARD UNIV,CAMBRIDGE,MA 02138

来源：

关键词：

D O I：

10.1086/296267

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：337 / 351

页数：15

共 19 条

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[10] Kushner H., 1967, STOCHASTIC STABILITY