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General Equilibrium Option Pricing Method: Theoretical and Empirical Study

General Equilibrium Option Pricing Method: Theoretical and Empirical Study

Hardcover

EconomicsInvesting & Finance

ISBN10: 9811074275
ISBN13: 9789811074271
Publisher: Springer Nature
Published: Apr 20 2018
Pages: 164
Weight: 0.94
Height: 0.44 Width: 6.14 Depth: 9.21
Language: English
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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