EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526): Difference between revisions
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scientific article; zbMATH DE number 6139580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION |
scientific article; zbMATH DE number 6139580 |
Statements
EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (English)
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28 February 2013
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asset pricing
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option pricing
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jump diffusion
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equity risk premium
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variance risk premium
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