Journal of Mathematical Finance

Vol.8 No.3(2018), Paper ID 86747, 14 pages

DOI:10.4236/jmf.2018.83038

 

Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution

 

George M. Mukupa, Elias R. Offen

 

School of Science, Engineering and Technology, Department of Mathematics and Statistics, Mulungushi University, Kabwe, Zambia
Department of Mathematics, University of Botswana, Gaborone, Botswana

 

Copyright © 2018 George M. Mukupa, Elias R. Offen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Mukupa, G. and Offen, E. (2018) Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution. Journal of Mathematical Finance, 8, 599-612. doi: 10.4236/jmf.2018.83038.

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