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Continuous time one-dimensional asset-pricing models with analytic price–dividend functions

✍ Scribed by Yu Chen; Thomas F. Cosimano; Alex A. Himonas


Publisher
Springer
Year
2008
Tongue
English
Weight
637 KB
Volume
42
Category
Article
ISSN
0938-2259

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Yushkevich can also be applied to certain models where control of the flow is possible. The method consists in a transformation to a model without control of the flow by a kind of time change.