General Equilibrium Option Pricing Method: Theoretical and Empirical Study

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First, volatility smile and smirk is the famous puzzle in option pricing. Different from no arbitrage method, this book applies the general equilibrium approach in explai...

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Bibliographic Details

Main Author:	Chen, Jian (Author)
Format:	Electronic eBook
Language:	English
Published:	Singapore : Springer Singapore , 2018.
Edition:	1st ed. 2018.
Subjects:	Finance, Public. Macroeconomics. Economic theory.
ISBN:	9789811074288
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