An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis
| Year of publication: |
2000
|
|---|---|
| Authors: | Aase, Knut K. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 27.2000, 3, p. 345-363
|
| Publisher: |
Elsevier |