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 |
|---|---|---|---|
| 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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