The authors would like to thank Gurdip Bakshi, Peter Carr, Paolo Guasoni, Vojislav Maksimovic, and Liuren Wu, for discussions related to the subject matter of this paper. Errors remain our responsibility.
ON VALUING STOCHASTIC PERPETUITIES USING NEW LONG HORIZON STOCK PRICE MODELS DISTINGUISHING BOOMS, BUSTS, AND BALANCED MARKETS
Article first published online: 2 DEC 2013
© 2013 Wiley Periodicals, Inc.
How to Cite
Madan, D. B. and Yor, M. (2013), ON VALUING STOCHASTIC PERPETUITIES USING NEW LONG HORIZON STOCK PRICE MODELS DISTINGUISHING BOOMS, BUSTS, AND BALANCED MARKETS. Mathematical Finance. doi: 10.1111/mafi.12056
- Article first published online: 2 DEC 2013
- Manuscript Revised: AUG 2013
- Manuscript Received: FEB 2013
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