An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis
Year of publication: |
2000
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Authors: | Aase, Knut K. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 27.2000, 3, p. 345-364
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