Continuous time one-dimensional asset-pricing models with analytic price–dividend functions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s00199-008-0404-2.pdf
Reference69 articles.
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5. Calin O.L., Chen Y., Cosimano T.F., Himonas A.A.: Solving asset pricing models when the price–dividend function is analytic. Econometrica 73, 961–982 (2005)
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