A simplified jump process for common stock returns

Authors
Ball, Clifford A. Torous, Walter N.
Citation
. Ball, Clifford A. et . Torous, Walter N., A simplified jump process for common stock returns, Journal of financial and quantitative analysis , 18(1), 1983, pp. 53-65
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
18
Issue
1
Year of publication
1983
Pages
53 - 65
Database
ACNP
SICI code