Esscher transforms and consumption-based models
Alex Badescu, Robert J. Elliott, Tak Kuen Siu
| Year of publication: |
2009
|
|---|---|
| Authors: | Badescu, Alex ; Elliott, Robert J. ; Siu, Tak Kuen |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 3, p. 337-347
|
| Subject: | Theorie | Theory | Privater Konsum | Private consumption | CAPM | Systemtransformation | Economic transition |
| 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/10009517559