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.
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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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