The Existence of Intemporal Recursive Utility in the Presence of Levy Jumps

Author	: Chenghu Ma
Publisher	:
Total Pages	:
Release	: 2000
ISBN-10	: OCLC:52029890
ISBN-13	:
Rating	: 4/5 ( Downloads)

DOWNLOAD EBOOK

Book Synopsis The Existence of Intemporal Recursive Utility in the Presence of Levy Jumps by : Chenghu Ma

Download or read book The Existence of Intemporal Recursive Utility in the Presence of Levy Jumps written by Chenghu Ma and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Existence of Intemporal Recursive Utility in the Presence of Levy Jumps Related Books

Language: en
Pages:

The Existence of Intemporal Recursive Utility in the Presence of Levy Jumps

Authors: Chenghu Ma

Categories: Economics

Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 816

Advanced Asset Pricing Theory

Authors: Ma Chenghu

Categories: Business & Economics

Type: BOOK - Published: 2011-01-03 - Publisher: World Scientific Publishing Company

DOWNLOAD EBOOK

This book provides a broad introduction of modern asset pricing theory with equal treatments for both discrete-time and continuous-time modeling. Both the no-ar

Language: en
Pages: 163

General Equilibrium Option Pricing Method: Theoretical and Empirical Study

Authors: Jian Chen

Categories: Business & Economics

Type: BOOK - Published: 2018-04-10 - Publisher: Springer

DOWNLOAD EBOOK

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First, volatility smile and sm

Language: en
Pages: 11

Intertemporal Recursive Utility in the Presence of Mixed Poisson-Brownian Uncertainty

Authors: Chenghu Ma

Categories:

Type: BOOK - Published: 1993 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 204

Changing Models

Authors: Guido Antonio Rossi

Categories: Capital assets pricing model

Type: BOOK - Published: 2005 - Publisher:

DOWNLOAD EBOOK