On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets (Q2799997)
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scientific article; zbMATH DE number 6568855
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| English | On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets |
scientific article; zbMATH DE number 6568855 |
Statements
14 April 2016
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martingale limits
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variance gamma
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generalized gamma convolution
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discounting process
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abnormal earnings
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On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets (English)
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0.7208357453346252
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0.6868345141410828
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0.6829540133476257
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0.67830890417099
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