Continuous time one-dimensional asset-pricing models with analytic price-dividend functions

DOI10.1007/s00199-008-0404-2zbMath1186.91100MaRDI QIDQ847865

Thomas F. Cosimano, A. Alexandrou Himonas, Yu Chen

Publication date: 19 February 2010

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-008-0404-2

zbMATH Keywords

second-order linear ordinary differential equation; Cauchy-Kovalevsky theorem; continuous time one-dimensional asset pricing model

Mathematics Subject Classification ID

91G80: Financial applications of other theories

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