The expectation of the discounted dividend payments is determined in the framework of a mathematical model in which financial risk is considered. In particular, starting from a diffusive stochastic model for the cash-balance, the expression of the expectation of the discounted dividends is obtained
โฆ LIBER โฆ
233023 (E12, E10) Revealed likelihood and knightian uncertainty: Sarin R., Wakker P.P,Journal of Risk and Uncertainty, Volume 16, No 3, July/August 1998
- Book ID
- 104300168
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 169 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
โฆ Synopsis
measures. Implications of these results for investment in risk mitigation measures are briefly explored.
๐ SIMILAR VOLUMES
233018 (E10) Time insensitivity for prot
๐
Article
๐
1998
๐
Elsevier Science
๐
English
โ 175 KB
233017 (E10) Consumer capital market con
๐
Article
๐
1998
๐
Elsevier Science
๐
English
โ 90 KB
The expectation of the discounted dividend payments is determined in the framework of a mathematical model in which financial risk is considered. In particular, starting from a diffusive stochastic model for the cash-balance, the expression of the expectation of the discounted dividends is obtained
233022 (E12, B20) Guaranteed renewabilit
๐
Article
๐
1998
๐
Elsevier Science
๐
English
โ 88 KB
Implications of these results for investment in risk mitigation measures are briefly explored.