Journal of Mathematical Finance

Vol.8 No.2(2018), Paper ID 85010, 19 pages

DOI:10.4236/jmf.2018.82031

 

An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model

 

Hideki Iwaki

 

Kyoto Sangyo University, Kyoto, Japan

 

Copyright © 2018 Hideki Iwaki et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Iwaki, H. (2018) An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model. Journal of Mathematical Finance, 8, 497-515. doi: 10.4236/jmf.2018.82031.
Journals Menu
Follow SCIRP
Contact us
+1 323-425-8868
customer@scirp.org
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1655362766
Paper Publishing WeChat

Copyright © 2024 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.