Long-term factorization of affine pricing kernels (Q1687374)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-term factorization of affine pricing kernels |
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Long-term factorization of affine pricing kernels (English)
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29 December 2017
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stochastic discount factor
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affine models
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long-term factorization
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long forward measure
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principal eigenfunction
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