A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu
| Year of publication: |
February 2016
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|---|---|
| Authors: | Mukupa, George M. ; Offen, Elias R. ; Kunda, Douglas ; Lungu, Edward M. |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 1, p. 232-246
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| Subject: | Binomial Distribution | Gamma Distribution | Jump Size | Equity Risk Premium | Jump Diffusion | Risikoprämie | Risk premium | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | CAPM | Volatilität | Volatility | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.61020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011543918