A hyperbolic diffusion model for stock prices

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Standard

A hyperbolic diffusion model for stock prices. / Sørensen, Michael; Bibby, Bo Martin.

I: Finance and Stochastics, Bind 1, 1997, s. 25-41.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Sørensen, M & Bibby, BM 1997, 'A hyperbolic diffusion model for stock prices', Finance and Stochastics, bind 1, s. 25-41.

APA

Sørensen, M., & Bibby, B. M. (1997). A hyperbolic diffusion model for stock prices. Finance and Stochastics, 1, 25-41.

Vancouver

Sørensen M, Bibby BM. A hyperbolic diffusion model for stock prices. Finance and Stochastics. 1997;1:25-41.

Author

Sørensen, Michael ; Bibby, Bo Martin. / A hyperbolic diffusion model for stock prices. I: Finance and Stochastics. 1997 ; Bind 1. s. 25-41.

Bibtex

@article{89e8167dca254dadbaa9026c1a19d36c,
title = "A hyperbolic diffusion model for stock prices",
author = "Michael S{\o}rensen and Bibby, {Bo Martin}",
year = "1997",
language = "English",
volume = "1",
pages = "25--41",
journal = "Finance and Stochastics",
issn = "0949-2984",
publisher = "Springer",

}

RIS

TY - JOUR

T1 - A hyperbolic diffusion model for stock prices

AU - Sørensen, Michael

AU - Bibby, Bo Martin

PY - 1997

Y1 - 1997

M3 - Journal article

VL - 1

SP - 25

EP - 41

JO - Finance and Stochastics

JF - Finance and Stochastics

SN - 0949-2984

ER -

ID: 130219467