On the foundations of Lévy finance: Equilibrium for a single-agent financial market with jumps
Year of publication: |
2008
|
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Authors: | Herzberg, Frederik |
Publisher: |
Bielefeld : Bielefeld University, Institute of Mathematical Economics (IMW) |
Subject: | Capital Asset Pricing Model | Stochastischer Prozess | Kapitalmarkttheorie | Theorie | Financial equilibrium | Asset pricing | Representative agent models | Lévy processes | Nonstandard analysis |
Series: | Working Papers ; 406 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 595212840 [GVK] hdl:10419/43761 [Handle] |
Source: |
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On the foundations of Lévy finance. Equilibrium for a single-agent financial market with jumps
Herzberg, Frederik, (2008)
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On the foundations of Lévy finance: Equilibrium for a single-agent financial market with jumps
Herzberg, Frederik, (2008)
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