On the real rate of interest in a closed economy

DOI10.1007/s10436-024-00451-8MaRDI QIDQ6655448

Dilip B. Madan, King-Hang Wang

Publication date: 23 December 2024

Published in: Annals of Finance (Search for Journal in Brave)

zbMATH Keywords

distorted expectationbilateral gamma modelnow decision theory

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

Cites Work

• Bilateral gamma distributions and processes in financial mathematics
• Coherent Measures of Risk
• MEASURING AND MONITORING THE EFFICIENCY OF MARKETS
• The Variance Gamma Process and Option Pricing
• Now decision theory

This page was built for publication: On the real rate of interest in a closed economy