Smooth ambiguity preferences and asset prices with a jump-diffusion process (Q5079378)
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scientific article; zbMATH DE number 7532618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth ambiguity preferences and asset prices with a jump-diffusion process |
scientific article; zbMATH DE number 7532618 |
Statements
Smooth ambiguity preferences and asset prices with a jump-diffusion process (English)
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27 May 2022
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asset pricing
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smooth ambiguity preferences
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jump-diffusion process
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variance premium
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implied volatility
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