Equilibrium approach of asset and option pricing under Lévy process and stochastic volatility
Shuang Li, Yanli Zhou, Yonghong Wu, Xiangyu Ge
| Year of publication: |
May 2017
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|---|---|
| Authors: | Li, Shuang ; Zhou, Yanli ; Wu, Yonghong ; Ge, Xiangyu |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 42.2017, 2, p. 276-295
|
| Subject: | Equity premium | equilibrium framework | Lévy process | option pricing | stochastic volatility | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | CAPM | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/0312896215619966 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011774879