搜索结果: 1-1 共查到“投资理论 option pricing”相关记录1条 . 查询时间(0.078 秒)
Preferences, Lévy Jumps and Option Pricing
equilibrium option pricing recursive utility Levy jumps
2011/4/2
This paper derives an equilibrium formula for pricing European options and other contingent claims which allows incorporating impacts of several important economic variable on security prices includin...