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~source:"repec"
~person:"Aase, Knut K"
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Aase, Knut K
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Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
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On the Consistency of the Lucas Pricing Formula
Aase, Knut K
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Anderson Graduate School of Management, University of …
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2005
version. It is shown that this term is also of importance in the equivalent
martingale
measure
approach to pricing. In most …
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