Pages that link to "Item:Q4906526"
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The following pages link to EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526):
Displayed 9 items.
- Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
- Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- Optimal portfolio selection of mean-variance utility with stochastic interest rate (Q2220511) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
- Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion (Q2358311) (← links)
- Dynamic optimal hedge ratio design when price and production are stochastic with jump (Q2675247) (← links)
- Bond and option pricing for interest rate model with clustering effects (Q4554475) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)