Equilibrium asset and option pricing under jump diffusion (Q4906526)
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scientific article; zbMATH DE number 6139580
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
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28 February 2013
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asset pricing
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option pricing
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jump diffusion
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equity risk premium
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variance risk premium
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0.8790604472160339
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0.8701210021972656
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0.8380293846130371
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0.8325580954551697
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0.8253401517868042
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