General equilibrium option pricing under counter-cyclical growth and long-run risk
Year of publication: |
2016
|
---|---|
Authors: | Hore, Satadru ; Lopes, Hedibert Freitas ; McCulloch, Robert E. |
Publisher: |
São Paulo/SP - Brasil| : Insper |
Subject: | Allgemeines Gleichgewicht | General equilibrium | Optionspreistheorie | Option pricing theory | Wirtschaftswachstum | Economic growth | Risiko | Risk | Volatilität | Volatility |
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