A note on a simplified approach to the valuation of risky streams
type: Item
instance of: scholarly article
title: A note on a simplified approach to the valuation of risky streams
zbMATH Open document ID: 0531.90004
DOI: 10.1016/0167-6377(84)90065-8
author: Suresh P. Sethi
published in: Operations Research Letters
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 3843434
zbMATH Keywords: valuation functional
zbMATH Keywords: martingale measure
zbMATH Keywords: locally riskless valuation property
zbMATH Keywords: conditional expectation
zbMATH Keywords: efficient market theorem
zbMATH Keywords: valuation of risk streams
zbMATH Keywords: stochastic processes
zbMATH Keywords: interest rate process
MaRDI profile type: Publication
full work available at URL: 0167-6377(84)90065-8
OpenAlex ID: W3122309587
cites work: The pricing of options and corporate liabilities
cites work: Q3213662
cites work: Extension of positive operators and Korovkin theorems
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: Martingales and stochastic integrals in the theory of continuous trading
cites work: Q4139359
cites work: Q4131338
cites work: Asset Prices in an Exchange Economy
cites work: General Solution of the Stochastic Price-Dividend Integral Equation: A Theory of Financial Valuation
cites work: Q4774550
description: scientific article; zbMATH DE number 3843434