Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing

Likuan Qin, Vadim Linetsky. Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing. Operations Research, 64(1):99-117, 2016. [doi]

Abstract

Abstract is missing.