Browsing NHH Brage by Subject "risk free rate puzzle"
Now showing items 1-2 of 2
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The long term equilibrium interest rate and risk premiums under uncertainty
(Discussion paper, Working paper, 2011-02) -
Using option pricing theory to infer about equity premiums
(Discussion paper, Working paper, 2005-11)In this paper we make use of option pricing theory to infer about historical equity premiums. This we do by comparing the prices of an American perpetual put option computed using two different models: The first is the ...