Pages that link to "Item:Q3437403"
From MaRDI portal
The following pages link to Equilibrium asset pricing: with non-Gaussian factors and exponential utilities (Q3437403):
Displaying 8 items.
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- Portfolio choice with jumps: a closed-form solution (Q1024892) (← links)
- Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition (Q2001089) (← links)
- Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
- Unbounded liabilities, capital reserve requirements and the taxpayer put option (Q2869961) (← links)
- Mixed tempered stable distribution (Q4683086) (← links)
- Three Non-Gaussian Models of Dependence in Returns (Q4976495) (← links)
- General theory of geometric Lévy models for dynamic asset pricing (Q5345963) (← links)
