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Bent E. Sorensen · Study

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Bent E. Sorensen

1 works· latest 1996cluster: provisional

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i101

Citations45

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96

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A Continuous-Time Arbitrage-Pricing Model With Stochastic Volatility and Jumps1996 · 45 citations

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A Continuous-Time Arbitrage-Pricing Model With Stochastic Volatility and Jumps

Journal of Business and Economic Statistics·1996·4 authors

45citations