Continuous time one-dimensional asset-pricing models with analytic price-dividend functions

DOI10.1007/S00199-008-0404-2zbMATH Open1186.91100OpenAlexW1965826464MaRDI QIDQ847865FDOQ847865

Authors: Yu Chen, Thomas F. Cosimano, A. Alexandrou Himonas 

Publication date: 19 February 2010

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-008-0404-2

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• Solving Asset Pricing Models when the Price-Dividend Function Is Analytic
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zbMATH Keywords

second-order linear ordinary differential equationCauchy-Kovalevsky theoremcontinuous time one-dimensional asset pricing model

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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Cited In (5)

• The dynamic properties of solutions for a generalized Abel asset pricing model
• Analytic solving of asset pricing models: the by force of habit case
• The well-posedness of solutions for a nonlinear generalized asset pricing model
• ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA
• Solving Asset Pricing Models when the Price-Dividend Function Is Analytic

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