Smooth ambiguity preferences and asset prices with a jump-diffusion process (Q5079378)
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scientific article; zbMATH DE number 7532618
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Smooth ambiguity preferences and asset prices with a jump-diffusion process |
scientific article; zbMATH DE number 7532618 |
Statements
Smooth ambiguity preferences and asset prices with a jump-diffusion process (English)
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27 May 2022
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asset pricing
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smooth ambiguity preferences
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jump-diffusion process
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variance premium
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implied volatility
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0.8152735233306885
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0.8060628771781921
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0.7931592464447021
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0.7921492457389832
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0.7899584770202637
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