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General Equilibrium Option Pricing Method Theoretical and Empirical Study Chen 1st ed. 2018 edition
General Equilibrium Option Pricing Method Theoretical and Empirical Study
Chen
This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk.
164 pages, 10 Illustrations, color; 21 Illustrations, black and white; XI, 164 p. 31 illus., 10 illu
| 介质类型 | 图书 Book |
| 已发行 | 2018年4月20日 |
| ISBN13 | 9789811074271 |
| 出版商 | Springer Verlag, Singapore |
| 页数 | 164 |
| 商品尺寸 | 150 × 220 × 20 mm · 426 g |
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