Asset pricing with a forward--backward stochastic differential utility (Q5941377)
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scientific article; zbMATH DE number 1635565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asset pricing with a forward--backward stochastic differential utility |
scientific article; zbMATH DE number 1635565 |
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Asset pricing with a forward--backward stochastic differential utility (English)
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20 August 2001
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disappointment
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anticipation
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equity premium
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asset pricing
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forward backward SDU
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0.9025292
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0.8966293
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0.88783276
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0.88421685
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0.8802281
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0.8771791
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