PREFERENCES, LÉVY JUMPS AND OPTION PRICING
Year of publication: |
2007
|
---|---|
Authors: | MA, CHENGHU |
Published in: |
Annals of Financial Economics (AFE). - World Scientific Publishing Co. Pte. Ltd., ISSN 2010-4960. - Vol. 03.2007, 01, p. 0750001-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Equilibrium option pricing | recursive utility | Levy jumps |
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