Option prices in a model with stochastic disaster risk

Sang Byung Seo; Jessica A. Wachter

Year of publication:	2013
Authors:	Seo, Sang Byung ; Wachter, Jessica
Publisher:	Cambridge, Mass.
Subject:	Equity-Premium-Puzzle \| Equity premium puzzle \| Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Katastrophe \| Disaster \| Risiko \| Risk \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| USA \| United States \| 1996-2012

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