Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps |
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Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (English)
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30 June 2006
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recursive utility
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Lévy jumps
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Laplace transform
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option pricing formula
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