Equilibrium asset pricing: with non-Gaussian factors and exponential utilities (Q3437403): Difference between revisions

@@ Property / cites work @@
+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
@@ Property / cites work @@
+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
+Normal rank
@@ Property / cites work @@
+A risky asset model with strong dependence through fractal activity time
+Normal rank
@@ Property / cites work @@
+Option Pricing With V. G. Martingale Components<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Portfolio Selection and Asset Pricing—Three-Parameter Framework
+Normal rank
@@ Property / cites work @@
+Financial Data and the Skewed Generalized T Distribution
+Normal rank