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Revision as of 12:37, 21 February 2024

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Esscher transforms and consumption-based models
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    Esscher transforms and consumption-based models (English)
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    10 February 2012
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    Esscher transform
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    Esscher-Girsanov transform
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    consumption-based model
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    stochastic discount factor
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    exponential affine form
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    Euler equation
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    Radon-Nikodym derivative
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    utility function
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