What is the time value of a stream of investments?

DOI10.1239/JAP/1127322033MaRDI QIDQ3367754zbMATH OpenOpenAlexFDO

Authors Ragnar Norberg, Mogens Steffensen

Publication date 26 January 2006

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1127322033

zbMATH Keywords

discountingcash flowstochastic exponentialcompounding asset

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 2006037 (Why is no real title available?)
• Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion
• Power tailed ruin probabilities in the presence of risky investments.
• Risk theory in a stochastic economic environment

Cited in

(6)

• A stochastic order for the analysis of investments affected by the time value of money
• Evaluating time streams of income: Discounting what?
• An axiomatic approach to the valuation of cash flows
• Ragnar Norberg (1945–2017): an actuary of a unique kind
• Statistical causality, optional and predictable projections
• ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA

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