Equilibrium asset and option pricing under jump diffusion (Q4906526)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Equilibrium asset and option pricing under jump diffusion |
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)
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
0 references
0 references
0 references
0 references
0.8790604472160339
0 references
0.8701210021972656
0 references
0.8380293846130371
0 references
0.8325580954551697
0 references
0.8253401517868042
0 references
