Using Option Pricing Theory to Infer About Equity Premiums
Year of publication: |
2005-11-30
|
---|---|
Authors: | Aase, Knut K. |
Institutions: | Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) |
Subject: | Historical equity premiums | perpetual American put option | equity premium puzzle | risk free rate puzzle | geometric Brownian motion | geometric Poisson process | CCAPM |
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