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http://hdl.handle.net/2330/840
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| Title: | Equilibrium pricing in the presence of cumulative dividends following a diffusion |
| Authors: | Aase, Knut K. |
| Keywords: | Radner equilibrium
Lucas consumption pricing model
The Black and Scholes formula |
| Issue Date: | Jul-2001 |
| Publisher: | Norwegian School of Economics and Business Administration. Department of Finance and Management Science |
| Series/Report no.: | Working paper
1997:6 |
| Description: | Original title: An equilibrium approach to the pricing of derivative securities - updated 13.05.03)
PUBLISHED: Mathematical Finance, Vol. 12, No.3, pp.173-198, 2002 |
| URI: | http://hdl.handle.net/2330/840 |
| ISSN: | 0803-2777 |
| Appears in Collections: | Working papers
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Files in This Item:
| File |
Description |
Size | Format |
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| aase knut k 0697.pdf | | 559Kb | Adobe PDF | View/Open |
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