Equilibrium approach of asset pricing under Lévy process (Q2253386)
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scientific article; zbMATH DE number 6321847
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| default for all languages | No label defined |
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| English | Equilibrium approach of asset pricing under Lévy process |
scientific article; zbMATH DE number 6321847 |
Statements
Equilibrium approach of asset pricing under Lévy process (English)
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27 July 2014
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pricing
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equilibrium approach
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Lévy process
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equity risk premium
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variance risk premium
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0.8325580954551697
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0.8142339587211609
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0.8128235340118408
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0.8106725215911865
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