Mathematical finance. 1993;3(2):65-84. doi: 10.1111/j.1467-9965.1993.tb00079.x Q22.42025

A Jump/Diffusion Consumption-Based Capital Asset Pricing Model and the Equity Premium Puzzle

基于跳跃/扩散的消费型资本资产定价模型与股权溢价之谜

DOI: 10.1111/j.1467-9965.1993.tb00079.x

摘要

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