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
30
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