Asset pricing with non-geometric type of dividends
Akira Yamazaki
| Year of publication: |
2015
|
|---|---|
| Authors: | Yamazaki, Akira |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 10.2015, 2, p. 1-38
|
| Subject: | Lucas model | asset pricing | interest rate | small cap premium | square processes | increasing Lévy processes | CAPM | Dividende | Dividend | Börsenkurs | Share price | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Zins | Interest rate |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011408577