Equilibrium approach of asset pricing under Lévy process (Q2253386): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.ejor.2012.06.037 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.EJOR.2012.06.037 / rank | |||
Normal rank |
Latest revision as of 16:57, 17 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Equilibrium approach of asset pricing under Lévy process |
scientific article |
Statements
Equilibrium approach of asset pricing under Lévy process (English)
0 references
27 July 2014
0 references
pricing
0 references
equilibrium approach
0 references
Lévy process
0 references
equity risk premium
0 references
variance risk premium
0 references
0 references