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

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+A SHOT NOISE MODEL FOR FINANCIAL ASSETS
@@ Property / cites work: A SHOT NOISE MODEL FOR FINANCIAL ASSETS / rank @@
+Normal rank
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+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
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+An Intertemporal General Equilibrium Model of Asset Prices
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+The Variance Gamma Process and Option Pricing
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+Normal rank
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+Real (investment) options with multiple sources of rare events
+Normal rank
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+Option pricing when underlying stock returns are discontinuous
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+Statistical properties and economic implications of jump-diffusion processes with shot-noise effects
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+MaxVaR with non-Gaussian distributed returns
@@ Property / cites work: MaxVaR with non-Gaussian distributed returns / rank @@
+Normal rank