Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing
Qin, Likuan, Linetsky, VadimVolume:
64
Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.2015.1449
Date:
February, 2016
File:
PDF, 414 KB
english, 2016