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Continuous time one-dimensional asset-pricing models with analytic price–dividend functions

  • Yu Chen
  • Thomas Cosimano


  • Alex Himonas

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Article provided by Springer in its journal Economic Theory.

Volume (Year): 42 (2010)
Issue (Month): 3 (March)
Pages: 461-503

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Handle: RePEc:spr:joecth:v:42:y:2010:i:3:p:461-503
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  20. Ovidiu L. Calin & Yu Chen & Thomas F. Cosimano & Alex A. Himonas, 2005. "Solving Asset Pricing Models when the Price-Dividend Function Is Analytic," Econometrica, Econometric Society, vol. 73(3), pages 961-982, 05.
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  39. Chen, Yu & Cosimano, Thomas F. & Himonas, Alex A., 2008. "Analytic solving of asset pricing models: The by force of habit case," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3631-3660, November.
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