First steps towards an equilibrium theory for Lévy financial markets
Frederik S. Herzberg
| Year of publication: |
2013
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|---|---|
| Authors: | Herzberg, Frederik |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 3, p. 543-572
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| Subject: | Financial equilibrium | Continuous-time financial markets | Derivative pricing | Levy process | Nonstandard analysis | Representative-agent models | Finanzmarkt | Financial market | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Stochastischer Prozess | Stochastic process | CAPM | Gleichgewichtstheorie | Equilibrium theory | Allgemeines Gleichgewicht | General equilibrium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009776388