Continuous equilibrium in affine and information-based capital asset pricing models (Q470686)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous equilibrium in affine and information-based capital asset pricing models |
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Continuous equilibrium in affine and information-based capital asset pricing models (English)
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12 November 2014
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continuous-time equilibrium
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exponential utility
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CAPM
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affine processes
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information-based asset pricing
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implied volatility
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