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Modeling Asset Pricesf the asset. For most basic assets, realistic models of value must involve many variables relating not only to the individual asset, but also to the asset class, the industrial sector(s) of the asset, and both the local economy and the general global economic conditions. Rather than attempting to moGobble 发表于 2025-3-22 03:47:00
Diffusion Models of Asset Pricesent paradigm. Explicit formulas for fundamental equilibrium quantities such as the state price density, the interest rate and the market price of risk are presented. Valuation formulas for stocks and contingent claims are also provided. Numerical implementation of the model is carried out in a setti圆锥 发表于 2025-3-22 06:02:40
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