"Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman ..."

Likuan Qin, Vadim Linetsky (2016)

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DOI: 10.1287/OPRE.2015.1449

access: closed

type: Journal Article

metadata version: 2020-05-30

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Likuan Qin, Vadim Linetsky:
Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing. Oper. Res. 64(1): 99-117 (2016)

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