On the Consistency of the Lucas Pricing Formula
Year of publication: |
2005-11-30
|
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Authors: | Aase, Knut K. |
Institutions: | Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) |
Subject: | Exchange economy | state price deflator | discrete time | continuous time | equivalent martingale measure | the Gordon growth model |
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