Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing
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Publication:2806062
DOI10.1287/opre.2015.1449zbMath1338.90447arXiv1411.3075OpenAlexW3125066934WikidataQ88648365 ScholiaQ88648365MaRDI QIDQ2806062
Publication date: 13 May 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.3075
Markov and semi-Markov decision processes (90C40) Corporate finance (dividends, real options, etc.) (91G50)
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