مرکز منطقه ای اطلاع رساني علوم و فناوري - Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps

Title of article :

Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps

Author/Authors :

Chenghu Ma، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2006

Pages :

From page :

131

To page :

160

Keywords :

L´evy jumps , Laplace transform , Option pricing formula , Recursive utility

Journal title :

Journal of Mathematical Economics

Serial Year :

2006

Journal title :

Journal of Mathematical Economics

Record number :

156023

Link To Document :