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

Yu Chen, Thomas Cosimano () and Alex Himonas

Economic Theory, 2010, vol. 42, issue 3, 503 pages

Keywords: Analyticity; Asset pricing; Continuous time; G12; G13; C63; D51 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s00199-008-0404-2

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