Stable Paretian Models in Finance /
Svetlozar Rachev and Stefan Mittnik.
- Chichester ; New York : Wiley, c2000.
- xviii, 855 p. : ill. ; 24 cm.
- Series in financial economics and quantitative analysis .
Includes bibliographical references (p. 745-827) and indexes.
0471953148
00709366
GB99-Y6748
Capital assets pricing model. Finance--Mathematical models. Investments--Mathematical models. Options (Finance) Capital assets pricing model.