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A jump diffusion consumption-based capital asset pricing model and the equity premium puzzle
Aase, Knut K. - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 65-84
Persistent link: https://www.econbiz.de/10001333353
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Equilibrium pricing in the presence of cumulative dividends following a diffusion
Aase, Knut K. - In: Mathematical finance : an international journal of … 12 (2002) 3, pp. 173-198
Persistent link: https://www.econbiz.de/10001686364
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What puzzles? : new insights in asset pricing
Aase, Knut K. - 2012
Persistent link: https://www.econbiz.de/10009676116
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The equity premium in a production economy : a new perspective involving recursive utility
Aase, Knut K. - 2015
Persistent link: https://www.econbiz.de/10010515217
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Recursive utility and jump-diffusions
Aase, Knut K. - 2015
Persistent link: https://www.econbiz.de/10010515237
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On the consistency of the Lucas pricing formula
Aase, Knut K. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003209490
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Using option pricing theory to infer about equity premiums
Aase, Knut K. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003209519
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The perpetual American put option for jump-diffusions with applications
Aase, Knut K. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003209529
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On the consistency of the Lucas pricing formula
Aase, Knut K. - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 293-303
Persistent link: https://www.econbiz.de/10003683282
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Catastrophe insurance futures contracts
Aase, Knut K. - 1995
Persistent link: https://www.econbiz.de/10000904258