摘要
给出了一类广义Abel资产定价模型积分方程的推导.在积分方程中的常数满足一定条件下,证明了该积分方程解的存在性和唯一性.在复数域上,讨论了该积分方程解的解析性质,从而说明了价格红利函数是解析的.
The derivation of the integral equation for a generalized Abel asset pricing model, which yields an analytic price-dividend function of one state variable, is established. The constants appearing in the equation satisfy some assumptions, the existence and uniqueness of the solution for the equation are proved to be true. The dynamic properties of the solution are investigated in the complex plane.
出处
《四川师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2009年第1期31-35,共5页
Journal of Sichuan Normal University（Natural Science）
基金
教育部留学回国人员基金(20080901045)资助项目
关键词
资产定价
非线性积分方程
价格红利函数
Asset pricing
Nonlinear integral equation
Price-dividend function
