Volatile earnings growth, the price of earnings and the Value premium

DOI10.1080/14697680903207163zbMath1217.91216OpenAlexW2104321636MaRDI QIDQ3019506

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Publication date: 28 July 2011

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680903207163

Mathematics Subject Classification ID

Financial applications of other theories (91G80) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (1)

Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs

Cites Work

• The Pricing of Options and Corporate Liabilities
• The integral of geometric Brownian motion
• A Theory of the Term Structure of Interest Rates
• VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
• A valuation model for firms with stochastic earnings
• An equilibrium characterization of the term structure
• Common risk factors in the returns on stocks and bonds

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