SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST
From MaRDI portal
Publication:4635043
DOI10.1111/mafi.12122zbMath1403.91355arXiv1306.5145OpenAlexW3124675990WikidataQ62272422 ScholiaQ62272422MaRDI QIDQ4635043
Dorje C. Brody, Lane P. Hughston
Publication date: 13 April 2018
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.5145
interest rate modelssocial discountingpricing kernellong rateDybvig-Ingersoll-Ross theoremdeclining discount ratehyperbolic discount function
Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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