Continuous-time security pricing. A utility gradient approach (Q1322708)
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scientific article; zbMATH DE number 563442
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Continuous-time security pricing. A utility gradient approach |
scientific article; zbMATH DE number 563442 |
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Continuous-time security pricing. A utility gradient approach (English)
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5 May 1994
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asset pricing
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continuous-time security market
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semimartingale prices
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stochastic differential utility
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habit-forming utilities
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0.793170154094696
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0.7778270840644836
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0.7759727239608765
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0.7646862268447876
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0.7620733380317688
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