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American put option
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equity premium puzzle
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equity premiums
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geometric Brownian motion
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Using Option Pricing Theory to Infer About Historical Equity
Premiums
Aase, Knut K
-
Anderson Graduate School of Management, University of …
-
2005
In this paper we make use of option pricing theory to infer about historical equity
premiums
. This we do by comparing …
Persistent link: https://www.econbiz.de/10010536040
Saved in:
2
"The perpetual American put option for jump-diffusions with applications"
Aase, Knut K
-
Anderson Graduate School of Management, University of …
-
2005
the standard, continuous version. This difference may be utilized to find intertemporal, equilibrium equity
premiums
, for …
Persistent link: https://www.econbiz.de/10010536086
Saved in:
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