Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion (Q4795992): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/1467-9965.02006 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3122154540 / rank | |||
Normal rank |
Revision as of 01:56, 20 March 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