The dynamic properties of solutions for a generalized Abel asset pricing model

MaRDI QIDQ3570858zbMATH OpenFDO

Authors Ya Qin, Shaoyong Lai

Publication date 8 July 2010

zbMATH Keywords

asset pricingnonlinear integral equationprice-dividend function

Mathematics Subject Classification ID

Other nonlinear integral equations (45G10) Theoretical approximation of solutions to integral equations (45L05)

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Cited in

(4)

• Analytic solving of asset pricing models: the by force of habit case
• The well-posedness of solutions for a nonlinear generalized asset pricing model
• Solving Asset Pricing Models when the Price-Dividend Function Is Analytic
• Continuous time one-dimensional asset-pricing models with analytic price-dividend functions

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