Take a continuous-time framework and assume that = (t)t[0,T] is a state-price deflator. What is the

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Take a continuous-time framework and assume that ζ = (ζt)t∈[0,T] is a state-price deflator. What is the Q-dynamics of ζ ?

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Financial Asset Pricing Theory

ISBN: 9780198716457

1st Edition

Authors: Claus MUNK

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Question Posted: Jul 20, 2024 09:00 AM

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Take a continuous-time framework and assume that = (t)t[0,T] is a state-price deflator. What is the

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Financial Asset Pricing Theory

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