Capa do artigo General Equilibrium Option Pricing Method: Theoretical And Empirical Study
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General Equilibrium Option Pricing Method: Theoretical And Empirical Study eBook

by Jian Chen
language: english
Publisher: Springer Nature Singapore, April of 2018 ‧
118,59€
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This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk.

General Equilibrium Option Pricing Method: Theoretical And Empirical Study

by Jian Chen

Property Description
ISBN: 9789811074288
Publisher: Springer Nature Singapore
Release Date: April of 2018
Language: English
Format: eBook
Collection: Economics And Finance
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9789811074288
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

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