Pages that link to "Item:Q5938035"
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The following pages link to An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035):
Displaying 6 items.
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Pricing of the time-change risks (Q543799) (← links)
- Representative agent pricing of financial assets based on Lévy processes with normal inverse Gaussian marginals (Q1854734) (← links)
- Equilibrium approach of asset pricing under Lévy process (Q2253386) (← links)
- Models for stock returns (Q2873015) (← links)
- Likelihood Evidence on the Asset Returns Puzzle (Q5692955) (← links)