A general equilibrium justification for using the CEV process to describe the dynamics of stock price movements
A general equilibrium justification for using the CEV process to describe the dynamics of stock price movements is a book. It was written by Parantap Basu and published by University of Essex, Dept. of Economics in 1996.
Key facts
- author: Parantap Basu
- publication date: 1996
- book publisher: University of Essex, Dept. of Economics
- book series: Discussion paper series / Department of Economics, University of Essex
- book subjects: Stocks-Prices-Mathematical models
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"A general equilibrium justification for using the CEV process to describe the dynamics of stock price movements" is one of the books by Parantap Basu, books by University of Essex, Dept. of Economics and 2,617,384 books in our database.
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