Pricing growth-rate risk
type: Item
instance of: scholarly article
title: Pricing growth-rate risk
zbMATH Open document ID: 1262.91069
author: Lars Peter Hansen
author: José A. Scheinkman
published in: Finance and Stochastics
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6106796
zbMATH Keywords: Markov process
zbMATH Keywords: growth-rate risk
zbMATH Keywords: pricing dynamics
zbMATH Keywords: elasticitie
MaRDI profile type: Publication
full work available at URL: s00780-010-0141-9
OpenAlex ID: W2142060207
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DOI: 10.1007/S00780-010-0141-9
description: scientific article; zbMATH DE number 6106796