An intertemporal capital asset pricing model under heterogeneous beliefs
Year of publication: |
1986
|
---|---|
Authors: | Chen, Son-Nan |
Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 38.1986, 4, p. 317-330
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Valuation of floating range notes in a LIBOR market model
Wu, Ting-pin, (2008)
-
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin, (2009)
-
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin, (2009)
- More ...