On the Consistency of the Lucas Pricing Formula
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- Knut K. Aase, 2008. "On The Consistency Of The Lucas Pricing Formula," Mathematical Finance, Wiley Blackwell, vol. 18(2), pages 293-303, April.
- Aase, Knut K, 2005. "On the Consistency of the Lucas Pricing Formula," University of California at Los Angeles, Anderson Graduate School of Management qt6gk6b0xw, Anderson Graduate School of Management, UCLA.
References listed on IDEAS
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More about this item
Keywords
Exchange economy; state price deflator; discrete time; continuous time; equivalent martingale measure; the Gordon growth model;All these keywords.
JEL classification:
- G00 - Financial Economics - - General - - - General
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