Equilibrium approach of asset pricing under Lévy process (Q2253386): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2012.06.037
@@ Property / DOI: 10.1016/j.ejor.2012.06.037 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2012.06.037
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@@ Property / OpenAlex ID @@
+W1981539687
@@ Property / OpenAlex ID: W1981539687 / rank @@
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@@ Property / cites work @@
+A SHOT NOISE MODEL FOR FINANCIAL ASSETS
@@ Property / cites work: A SHOT NOISE MODEL FOR FINANCIAL ASSETS / rank @@
+Normal rank
@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
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@@ Property / cites work @@
+An Intertemporal General Equilibrium Model of Asset Prices
+Normal rank
@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Real (investment) options with multiple sources of rare events
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
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@@ Property / cites work @@
+Statistical properties and economic implications of jump-diffusion processes with shot-noise effects
+Normal rank
@@ Property / cites work @@
+MaxVaR with non-Gaussian distributed returns
@@ Property / cites work: MaxVaR with non-Gaussian distributed returns / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.EJOR.2012.06.037
@@ Property / DOI: 10.1016/J.EJOR.2012.06.037 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2253386