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~isPartOf:"Journal of mathematical finance"
~isPartOf:"The journal of futures markets"
~person:"Offen, Elias R."
~subject:"Commodity exchange"
~subject:"Optionspreistheorie"
~subject:"Rohstoffderivat"
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Offen, Elias R.
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A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
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2
Equilibrium equity premium in a semi martingale market when jump amplitudes follow a binomial distribution
Mukupa, George M.
;
Offen, Elias R.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
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