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On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets

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https://hal.archives-ouvertes.fr/hal-01298615
Contributor : Serena Benassù <>
Submitted on : Wednesday, April 6, 2016 - 12:08:23 PM
Last modification on : Friday, March 27, 2020 - 3:56:15 AM

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  • HAL Id : hal-01298615, version 1

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D.B. Madan, M. Yor. On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets. Mathematical Finance, Wiley, 2016, 26 (2), pp.296-328. ⟨hal-01298615⟩

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