Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (Q4648515)
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scientific article; zbMATH DE number 6104648
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions |
scientific article; zbMATH DE number 6104648 |
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Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (English)
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9 November 2012
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continuous-time Markov chains
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derivative asset pricing
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stochastic discount functions
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0.84538037
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0.8403717
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0.8310404
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0.8281114
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0.8230581
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0.8230223
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0.8221834
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0.8215938
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