An Empirical Study on the Jump-Diffusion Two-Beta Asset Pricing Model

doi 10.15760/etd.1324
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Portland State University Library

Related search

An Empirical Study on Asymmetric Jump Diffusion for Option and Annuity Pricing

PLoS ONE
Multidisciplinary
2019English

Essays on Empirical Asset Pricing

English

Stochastic Volatility Jump-Diffusion Model for Option Pricing

Journal of Mathematical Finance
2011English

Cliquet Option Pricing in a Jump-Diffusion Lévy Model

Modern Stochastics: Theory and Applications
ModelingStatisticsUncertaintyProbabilitySimulation
2018English

Option Pricing Under a Double Exponential Jump Diffusion Model

SSRN Electronic Journal
2001English

Numerical Solution of Two Asset Jump Diffusion Models for Option Valuation

Applied Numerical Mathematics
Computational MathematicsApplied MathematicsNumerical Analysis
2008English

An Empirical Assessment of Capital Asset Pricing Model With Reference to National Stock Exchange

International Journal of Trend in Scientific Research and Development
2019English

Testing Habits in an Asset Pricing Model

SSRN Electronic Journal
2010English

Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model

Open Journal of Statistics
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy