Brunel University London - School of Information Systems, Computing and Mathematics
Pricing Kernel, Market Information, Noise, Risk Premium, Financial Bubble
lévy processes, asset pricing, risk premium, risk aversion, Siegel's paradox
Interest rate models, Dybvig-Ingersoll-Ross theorem, long rate, social discounting, pricing kernel, hyperbolic discount function, declining discount rate
Asset pricing, partial information, stochastic volatility, correlation, dividend growth, Brownian bridge, nonlinear filtering, market microstructure
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