Option-pricing formula with disaster risk

Robert Barro and Gordon Liao

AEI Economics Working Papers from American Enterprise Institute

Keywords: Economic growth; Stock market; economic risk; Gross Domestic Product (GDP) (search for similar items in EconPapers)
JEL-codes: A (search for similar items in EconPapers)
Date: 2017-12
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.aei.org/publication/option-pricing-formula-with-disaster-risk (text/html)

Related works:
Working Paper: Options-Pricing Formula with Disaster Risk (2016)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:aei:rpaper:966780

Access Statistics for this paper

More papers in AEI Economics Working Papers from American Enterprise Institute Contact information at EDIRC.
Bibliographic data for series maintained by Dave Adams, CIO ().