Stochastic discount factor

Results: 12



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11

Strategy iteration is strongly polynomial for 2-player turn-based stochastic games with a constant discount factor Thomas Dueholm Hansen1,2 Peter Bro Miltersen1 Uri Zwick2 1

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Source URL: cs.au.dk

Language: English - Date: 2013-04-08 17:05:14
    12Economics / Equity premium puzzle / Volatility / Elasticity of intertemporal substitution / Mathematical finance / Financial economics / Finance

    Stochastic Discount Factor Models and the Equity Premium Puzzle Christopher Otrok University of Virginia B. Ravikumar University of Iowa

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    Source URL: web.missouri.edu

    Language: English - Date: 2002-12-05 14:28:24
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