搜索结果: 1-2 共查到“消费经济学 Pricing”相关记录2条 . 查询时间(0.078 秒)
This paper considers a consumption-based asset pricing model where housing is explicitly modeled
both as an asset and as a consumption good. Nonseparable preferences describe households’ concern
wit...
Option pricing in multivariate stochastic volatility models of OU type
multivariate stochastic volatility models Ornstein-Uhlenbeck type processes option pricing
2010/10/18
We present a multivariate stochastic volatility model with leverage, which is flexible enough to recapture the individual dynamics as well as the interdependencies between several assets while still ...