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EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION - MaRDI portal

EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526)

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scientific article; zbMATH DE number 6139580
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English
EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION
scientific article; zbMATH DE number 6139580

    Statements

    title
    EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (English)
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    author
    Jin E. Zhang
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    Huimin Zhao
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    Eric C. Chang
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    publication date
    28 February 2013
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    zbMATH Keywords
    asset pricing
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    option pricing
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    jump diffusion
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    equity risk premium
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    variance risk premium
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    Identifiers

    Mathematics Subject Classification ID
    91B25
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    91G20
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    60J60
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    60J75
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    zbMATH DE Number
    6139580
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    OpenAlex ID
    W2145008783
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