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Volumn 54, Issue 12, 2008, Pages 2068-2080

Affine general equilibrium models

Author keywords

Asset pricing; Diffusion; Finance; Investment; Probability; Stochastic model applications

Indexed keywords

AFFINE PROCESS; ASSET PRICES; ASSET PRICING; GENERAL EQUILIBRIUM MODELS; JUMP-DIFFUSION PROCESS; MODELLING TOOLS; NON-GAUSSIAN; OBSERVED DATUM; PRICING FORMULAS; RATE OF RETURNS; RISK AVERSIONS; STATE DYNAMICS; STOCHASTIC MODEL APPLICATIONS; STOCK MARKETS; STOCK PRICES; YIELD CURVES;

EID: 61849176532     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1070.0796     Document Type: Article
Times cited : (51)

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