Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion (Q4795992): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 01:40, 8 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