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General Equilibrium Option Pricing Method Theoretical and Empirical Study Chen 1st ed. 2018 edition
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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
| Media | Books Book |
| Released | April 20, 2018 |
| ISBN13 | 9789811074271 |
| Publishers | Springer Verlag, Singapore |
| Pages | 164 |
| Dimensions | 150 × 220 × 20 mm · 426 g |
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