Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion (Q4795992)
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scientific article; zbMATH DE number 1874571
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| 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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0.8033269047737122
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0.7753294110298157
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0.7740690112113953
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0.7632755041122437
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