GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES (Q4226868): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An Intertemporal General Equilibrium Model of Asset Prices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Pricing Interest-Rate-Derivative Securities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Asset Prices in an Exchange Economy / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank | |||
Latest revision as of 18:38, 28 May 2024
scientific article; zbMATH DE number 1253670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES |
scientific article; zbMATH DE number 1253670 |
Statements
GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES (English)
0 references
5 July 1999
0 references
martingale approach
0 references
equity premium
0 references
pure exchange economy
0 references
Ornstein-Uhlenbeck process
0 references
interest rates
0 references
equilibrium stock price
0 references
call option
0 references
0 references
