Chapter

Modeling Asset Price Dynamics

Asset Pricing Models

  1. Dessislava A. Pachamanova PhD1,
  2. Frank J. Fabozzi PhD, CFA, CPA2

Published Online: 15 DEC 2012

DOI: 10.1002/9781118182635.efm0008

Encyclopedia of Financial Models

Encyclopedia of Financial Models

How to Cite

Pachamanova, D. A. and Fabozzi, F. J. 2012. Modeling Asset Price Dynamics. Encyclopedia of Financial Models. .

Author Information

  1. 1

    Associate Professor of Operations Research, Babson College

  2. 2

    Professor of Finance, EDHEC Business School

Publication History

  1. Published Online: 15 DEC 2012

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