Zobrazeno 1 - 10
of 124
pro vyhledávání: '"Peter Ove"'
Autor:
Christensen, Peter Ove, Larsen, Kasper
In an incomplete continuous-time securities market with uncertainty generated by Brownian motions, we derive closed-form solutions for the equilibrium interest rate and market price of risk processes. The economy has a finite number of heterogeneous
Externí odkaz:
http://arxiv.org/abs/1009.3479
Publikováno v:
Journal of Accounting Research, 2002 Sep 01. 40(4), 1071-1090.
Externí odkaz:
https://www.jstor.org/stable/3542306
Publikováno v:
In Journal of Corporate Finance December 2014 29:644-661
Autor:
Christensen, Peter Ove1, Feltham, Gerald A.2
Publikováno v:
Contemporary Accounting Research. Spring1993, Vol. 9 Issue 2, p706-744. 39p.
Publikováno v:
In Journal of Economic Theory May 2012 147(3):1035-1063
Publikováno v:
The Scandinavian Journal of Economics, 1987 Jun 01. 89(2), 193-208.
Externí odkaz:
https://www.jstor.org/stable/3440064