Hedging jump risk, expected returns and risk premia in jump-diffusion economies (Q4683104)
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scientific article; zbMATH DE number 6939306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging jump risk, expected returns and risk premia in jump-diffusion economies |
scientific article; zbMATH DE number 6939306 |
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Hedging jump risk, expected returns and risk premia in jump-diffusion economies (English)
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19 September 2018
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jump-diffusion
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jumping time
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hedging jump risk
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option pricing model
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expected return
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