Pages that link to "Item:Q3121231"
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The following pages link to DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231):
Displaying 5 items.
- On magnitude, asymptotics and duration of drawdowns for Lévy models (Q502880) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (Q5367499) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)
