Solving Asset Pricing Models with Stochastic Volatility

This paper provides a closed-form solution for the price-dividend ratio in a standard asset pricing model with stochastic volatility. The solution is useful in allowing comparisons among numerical methods used to approximate the non-trivial closed-form

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Year of publication:	2014
Authors:	De Groot, Oliver
Publisher:	[2014]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| CAPM \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process

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