Pages that link to "Item:Q2253386"
From MaRDI portal
The following pages link to Equilibrium approach of asset pricing under Lévy process (Q2253386):
Displaying 10 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Spectral risk measure of holding stocks in the long run (Q827272) (← links)
- Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps (Q2097471) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH CO-JUMPS (Q5051916) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
