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Tag: equity-strips
3 items with this tag.
Apr 13, 2026
Strip-integral pricing is exact for psi=1 and time-additive utility
asset-pricing
recursive-utility
equity-strips
affine-models
exact-solution
Apr 13, 2026
Bansal et al. Log-Linear Approximation: Jensen Gap Validation
cre
regime-switching
approximation
jensen-inequality
equity-strips
Apr 13, 2026
Pricing Long-Lived Securities in Dynamic Endowment Economies
asset-pricing
recursive-utility
rare-disasters
affine-models
equity-strips
cross-section
ICAPM