Option Prices in a Model with Stochastic Disaster Risk
Year of publication: |
2014
|
---|---|
Authors: | Seo, Sang Byung ; Wachter, Jessica A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Katastrophe | Disaster | Risiko | Risk | Equity-Premium-Puzzle | Equity premium puzzle |
Extent: | 1 Online-Ressource (71 p) |
---|---|
Series: | The Wharton School Research Paper ; No. 55 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2014 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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