GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES (Q4226868)
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scientific article; zbMATH DE number 1253670
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| English | GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES |
scientific article; zbMATH DE number 1253670 |
Statements
GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES (English)
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5 July 1999
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martingale approach
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equity premium
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pure exchange economy
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Ornstein-Uhlenbeck process
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interest rates
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equilibrium stock price
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call option
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0.7876137495040894
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0.7739696502685547
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0.7587613463401794
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0.7568820118904114
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0.7563955187797546
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