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~isPartOf:"Economic modelling"
~person:"Zhang, Jin E."
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Hedging"
~subject:"Option pricing theory"
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Zhang, Jin E.
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Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
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