General Equilibrium Option Pricing Method: Theoretical and Empirical Study

by Jian Chen

Chapter1.Introduction -- Chapter2.General Equilibrium Option Pricing Models -- Chapter3.Simulation Comparison -- Chapter4.Empirical Comparison -- Chapter5.Fanning Preference and Option Pricing -- Chapter6.Jump Size Distribution and Option Pricing -- Chapter7.Risk Aversion Estimated From Variance Risk Premium.-Chapter8.Predictability of Variance Risk Premium: Hong Kong Evidence -- Chapter9.Predictability of Variance Risk Premium:Other International Evidence -- Chapter10.Predictability of Variance Risk Premium:A Comparison Study -- Chapter11.Conclusions.

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Year of publication:	2018
Authors:	Chen, Jian
Publisher:	Singapore : Springer Singapore
Subject:	Allgemeines Gleichgewicht \| General equilibrium \| Empirische Methode \| Empirical method \| Optionspreistheorie \| Option pricing theory

Extent:	Online-Ressource (XI, 164 p. 31 illus., 10 illus. in color, online resource)
Series:	SpringerLink / Bücher Springer eBook Collection
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references
ISBN:	978-981-10-7428-8 ; 978-981-10-7427-1 ; 978-981-13-3950-9
Other identifiers:	10.1007/978-981-10-7428-8 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013256172