Pages that link to "Item:Q2495373"
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The following pages link to Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373):
Displaying 12 items.
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Pricing of the time-change risks (Q543799) (← links)
- Private information and the `Information function': A survey of possible uses (Q928753) (← links)
- An existence theorem of intertemporal recursive utility in the presence of Lévy jumps (Q1592523) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662) (← links)
- A discrete-time intertemporal asset pricing model: GE approach with recursive utility (Q2707193) (← links)
- w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (Q3119590) (← links)
- A Revealed Preference Analysis of Asset Pricing Under Recursive Utility (Q4883971) (← links)
- PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)
- Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)
