Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion (Q4795992): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q185098
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: Knut Kristian Aase / rank
 
Normal rank

Revision as of 18:04, 10 February 2024

scientific article; zbMATH DE number 1874571
Language Label Description Also known as
English
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion
scientific article; zbMATH DE number 1874571

    Statements

    Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion (English)
    0 references
    2002
    0 references
    Radner equilibrium
    0 references
    Lucas type consumption pricing model
    0 references
    real dividends
    0 references
    unbounded variation
    0 references
    Black-Scholes formula
    0 references
    derivatives
    0 references
    equilibrium futures price
    0 references
    equilibrium forward price
    0 references
    equilibrium interest rate
    0 references
    CCAPM
    0 references
    0 references

    Identifiers