A hyperbolic diffusion model for stock prices
Year of publication: |
1997
|
---|---|
Authors: | Bibby, Bo Martin |
Other Persons: | Sørensen, Michael (contributor) |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 1.1997, 1, p. 25-41
|
Subject: | Börsenkurs | Share price | Optionsgeschäft | Option trading | CAPM | Theorie | Theory |
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