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Multifrequency jump-diffusions : an equilibrium approach
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of mathematical economics
44
(
2008
)
2
,
pp. 207-226
Persistent link: https://www.econbiz.de/10003709133
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Multifrequency jump-diffusions: An equilibrium approach
Calvet, Laurent E.
;
Fisher, Adlai J.
- In:
Journal of mathematical economics
44
(
2008
)
2
,
pp. 207
Persistent link: https://www.econbiz.de/10007894638
Saved in:
3
Incomplete-market dynamics in a neoclassical production economy
Angeletos, Marios
;
Calvet, Laurent E.
- In:
Journal of mathematical economics
41
(
2005
)
4/5
,
pp. 407-438
Persistent link: https://www.econbiz.de/10002922592
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