Risk-neutral economy and zero price of risk
type: Item
instance of: scholarly article
title: Risk-neutral economy and zero price of risk
zbMATH Open document ID: 1307.91121
author: Oldrich Alfons Vasicek
published in: Mathematics and Financial Economics
publication date: 2014-11-06T00:00:00Z
Mathematics Subject Classification ID: 91B50
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 6366178
zbMATH Keywords: risk-neutrality
zbMATH Keywords: market price of risk
zbMATH Keywords: general equilibrium
zbMATH Keywords: exchange and production economies
zbMATH Keywords: determination of interest rates
zbMATH Keywords: term structure of interest rates
MaRDI profile type: Publication
full work available at URL: s11579-013-0105-x
OpenAlex ID: W1994839546
cites work: An Intertemporal General Equilibrium Model of Asset Prices
DOI: 10.1007/S11579-013-0105-X
description: scientific article; zbMATH DE number 6366178