Pricing assets with stochastic cash-flow growth

DOI10.1080/14697688.2012.708429zbMath1311.91106OpenAlexW2030125658MaRDI QIDQ5245410

Assaf Eisdorfer, Carmelo Giaccotto

Publication date: 8 April 2015

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

Full work available at URL: https://doi.org/10.1080/14697688.2012.708429

zbMATH Keywords

asset pricingtime series analysisdividendsSt. Petersburg paradox

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

Cites Work

• Analysis of autoregressive-moving average models: Estimation and prediction
• Existence of an Equilibrium for a Competitive Economy

This page was built for publication: Pricing assets with stochastic cash-flow growth