A Theory of Dissimilarity Between Stochastic Discount Factors.

Gurdip Bakshi Xiaohui Gao George Panayotov

Published in: Manag. Sci. (2021)

Keyphrases

monte carlo
empirical data
real time
factors that influence
theoretical framework
factors affecting
general theory
database
stochastic optimization
learning automata
theoretical basis
information theory
theoretical foundation
computational model
case study
information systems
neural network