A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes"
written by George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu,
published by Journal of Mathematical Finance, Vol.6 No.1, 2016

has been cited by the following article(s):

[1]	The Semimartingale Equilibrium Risk Premium for a Risk Seeking Investor
	Journal of Mathematics …, 2020

[2]	Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution
	2018

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