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How do investors' expectations drive asset prices?

Lüders, Erik; Peisl, Bernhard - 2001

stochastic volatility of asset prices and to give theoretical arguments for empirically well documented facts. We show that … stochastic volatility. …

Persistent link: https://www.econbiz.de/10013428399

Asset prices and alternative characterizations of the pricing kernel

Lüders, Erik - 2002

volatility. Hence, they are viable alternatives to the geometric Brownian motion. …

Persistent link: https://www.econbiz.de/10013428466