مرکز منطقه ای اطلاع رساني علوم و فناوري - Exact solution of asset pricing models with arbitrary shock distributions

Title of article :

Exact solution of asset pricing models with arbitrary shock distributions

Author/Authors :

Efthymios G. Tsionas، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

843

To page :

851

Keywords :

asset pricing , moment generating function , Edgeworth expansion , Integral equations

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2003

Journal title :

Journal of Economic Dynamics and Control

Record number :

238344

Link To Document :