Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062)
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scientific article; zbMATH DE number 6580642
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| English | Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing |
scientific article; zbMATH DE number 6580642 |
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13 May 2016
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asset pricing
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Markov processes
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0.82684267
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0.8223423
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0.8198714
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0.81810254
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0.81794906
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0.81395954
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0.81252784
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Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (English)
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