Using Option Pricing Theory to Infer About Historical Equity Premiums
Year of publication: |
2005-03-10
|
---|---|
Authors: | Aase, Knut K |
Institutions: | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) |
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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