Asset pricing theory for two price economies
type: Item
instance of: scholarly article
title: Asset pricing theory for two price economies
zbMATH Open document ID: 1311.91107
author: Dilip B. Madan
published in: Annals of Finance
publication date: 2015-03-24T00:00:00Z
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91G99
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6419183
zbMATH Keywords: multi-curve discounting
zbMATH Keywords: acceptable risks
zbMATH Keywords: distorted expectations
zbMATH Keywords: cliquets
zbMATH Keywords: debt valuation adjustments
MaRDI profile type: Publication
full work available at URL: s10436-014-0255-8
OpenAlex ID: W1998057132
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DOI: 10.1007/S10436-014-0255-8
description: scientific article; zbMATH DE number 6419183