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Ergodicity, State Prices, and Long Bond Returns - MaRDI portal

Ergodicity, State Prices, and Long Bond Returns

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Publication:4213034

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DOI10.1111/1467-9965.00046zbMath0911.90035OpenAlexW2131414194MaRDI QIDQ4213034

Anthony Tessitore, Nilufer Usmen

Publication date: 19 April 1999

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

Full work available at URL: https://doi.org/10.1111/1467-9965.00046

zbMATH Keywords

ergodicity incomplete markets long bond returns long-horizon Markov price system price systems in securities markets

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Markov processes (60J99)

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