Dynamic asset pricing theory
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| Format: | Book |
| Published: |
New Jersey
Princeton University Press
1996
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| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Add Tag | Item Description: | Includes bibliographical references and index |
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| Physical Description: | xvii, 395 p. 23 cm. |
| ISBN: | 0691021252 |
Financial models with Levy processes and volatility clustering