| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6898168 | European Journal of Operational Research | 2012 | 8 Pages |
Abstract
⺠Equilibrium approach of asset pricing for Lévy process. ⺠The equity premium, pricing kernel and equilibrium option pricing formula are obtained. ⺠Explanation of some empirical evidences of index and index option are provided. ⺠We use some control techniques which are often used in operational researcher.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Jun Fu, Hailiang Yang,