The structure of the distributions of cash flows and discount rates in multiperiod valuation problems

DOI10.1007/s00291-005-0001-8zbMath1122.91036OpenAlexW2002729738MaRDI QIDQ850648

Jörg Laitenberger, Löffler, Andras

Publication date: 3 November 2006

Published in: OR Spectrum (Search for Journal in Brave)

Full work available at URL: https://refubium.fu-berlin.de/handle/fub188/20433

zbMATH Keywords

Capital budgetingCost of capital

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• On the fundamental theorem of asset pricing with an infinite state space
• Probability with Martingales