"A hyperbolic diffusion model for stock prices."

Bo Martin Bibby, Michael Malmros Sørensen (1996)

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DOI: 10.1007/S007800050015

access: closed

type: Journal Article

metadata version: 2023-03-04

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Bo Martin Bibby, Michael Malmros Sørensen:
A hyperbolic diffusion model for stock prices. Finance Stochastics 1(1): 25-41 (1996)

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