Cover image not available

A general equilibrium justification for using the CEV process to describe the dynamics of stock price movements

Parantap Basu

Publication Data

Title A general equilibrium justification for using the CEV process to describe the dynamics of stock price movements
Author Parantap Basu
Contributors Praśānta Sāmanta, Praśānta Sāmanta
Publisher University of Essex, Dept. of Economics
Publication date 1996
Publication location London
Language English

Topics

Stock index futures :: Mathematical models
Stocks :: Prices :: Mathematical models

Catalogue Data

OBNB ID GB9725303
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 15 p.
P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

A general equilibrium justification for using the CEV process to describe the dynamics of stock price movements by Parantap Basu. Published by University of Essex, Dept. of Economics in 1996. Publication and catalogue information, links to buy online and reader comments.