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General equilibrium option pricing method : theoretical and empirical study
Chen, Jian - 2018
Persistent link: https://www.econbiz.de/10011864683
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Option pricing based on alternative jump size distributions
Chen, Jian; Ma, Chenghu - In: Frontiers of economics in China : selected publications … 11 (2016) 3, pp. 439-467
Persistent link: https://www.econbiz.de/10011597962
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General Equilibrium Option Pricing Method: Theoretical and Empirical Study
Chen, Jian - 2018
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...
Persistent link: https://www.econbiz.de/10013256172