EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526)
From MaRDI portal
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)
0 references
28 February 2013
0 references
asset pricing
0 references
option pricing
0 references
jump diffusion
0 references
equity risk premium
0 references
variance risk premium
0 references