Equilibrium asset and option pricing under jump diffusion
Year of publication: |
2012
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Authors: | Zhang, Jin E. ; Zhao, Huimin ; Chang, Eric Chieh |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 22.2012, 3, p. 538-568
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Subject: | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | CAPM | Gleichgewichtsmodell | Equilibrium model | Volatilität | Volatility | Theorie | Theory | USA | United States | 1985-2005 |
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