Pricing of the Time-Change Risks
Year of publication: |
2009
|
---|---|
Authors: | Shaliastovich, Ivan ; Tauchen, George |
Institutions: | Duke University, Department of Economics |
Subject: | Risk premium | time change | L´evy processes | recursive preferences |
-
Pricing of the Time-Change Risks
Shaliastovich, Ivan, (2010)
-
Pricing of the Time-Change Risks
Tauchen, George, (2011)
-
Optimists and pessimists in (in)complete markets
Branger, Nicole, (2019)
- More ...
-
Pricing of the Time-Change Risks
Shaliastovich, Ivan, (2010)
-
Levy Process Models for High Frequency Financial Data
Tauchen, George, (2011)
-
Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions
Todorov, Viktor, (2011)
- More ...