Capital asset pricing for markets with intensity based jumps

Platen, E

Capital asset pricing for markets with intensity based jumps

Platen, E

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Publisher:: SPRINGER
Publication Type:: Conference Proceeding
Citation:: STOCHASTIC FINANCE, 2006, pp. 157 - + (3)
Issue Date:: 2006-01-01

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Full metadata record

Field	Value	Language
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.contributor.editor	Shiryaev, AN	en_US
dc.contributor.editor	Grossinho, MR	en_US
dc.contributor.editor	Oliveira, PE	en_US
dc.contributor.editor	Esquivel, ML	en_US
dc.date	2004-09-26	en_US
dc.date.issued	2006-01-01	en_US
dc.identifier.citation	STOCHASTIC FINANCE, 2006, pp. 157 - + (3)	en_US
dc.identifier.isbn	0-387-28262-9	en_US
dc.identifier.uri	http://hdl.handle.net/10453/2221
dc.publisher	SPRINGER	en_US
dc.relation	http://purl.org/au-research/grants/arc/DP0343913
dc.relation.ispartof	STOCHASTIC FINANCE	en_US
dc.relation.ispartof	International Conference on Stochastic Finance 2004	en_US
dc.relation.isbasedon	10.1007/0-387-28359-5_5	en_US
dc.title	Capital asset pricing for markets with intensity based jumps	en_US
dc.type	Conference Proceeding
utslib.location.activity	Univ Tecn Lisboa, Inst Super Econ Gestao, Lisbon, PORTUGAL	en_US
utslib.for	010205 Financial Mathematics	en_US
dc.location.activity	Lisboa, Portugal	en_US
dc.location.activity	Univ Tecn Lisboa, Inst Super Econ Gestao, Lisbon, PORTUGAL
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.finish-date	2004-09-30	en_US
pubs.publication-status	Published	en_US
pubs.start-date	2004-09-26	en_US

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/2221