Original language | English |
---|---|
Journal | Finance and Stochastics |
Volume | 1 |
Pages (from-to) | 25-41 |
ISSN | 0949-2984 |
Publication status | Published - 1997 |
Externally published | Yes |
A hyperbolic diffusion model for stock prices
Michael Sørensen, Bo Martin Bibby
Michael Sørensen, Bo Martin Bibby
Original language | English |
---|---|
Journal | Finance and Stochastics |
Volume | 1 |
Pages (from-to) | 25-41 |
ISSN | 0949-2984 |
Publication status | Published - 1997 |
Externally published | Yes |