Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion (Q4795992)
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scientific article; zbMATH DE number 1874571
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion |
scientific article; zbMATH DE number 1874571 |
Statements
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion (English)
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2002
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Radner equilibrium
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Lucas type consumption pricing model
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real dividends
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unbounded variation
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Black-Scholes formula
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derivatives
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equilibrium futures price
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equilibrium forward price
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equilibrium interest rate
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CCAPM
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