Shaoyong Lai  , Ya Qin  , 
    The Analytic Properties for a Generalized Abel’s Asset Pricing Model,
    Journal of Economics Theory,
    Volume 2,Issue 3,
    2008,
    Pages 106-111,
    ISSN 1994-8212,
    jeth.2008.106.111,
    (https://makhillpublications.co/view-article.php?doi=jeth.2008.106.111)
    Abstract: The derivation of the integral equation for a generalized Abel’s asset pricing model, which yields an analytic price-dividend function of one state variable, is established. When the constants appearing in the equation satisfy some inequalities and assumptions, the existence and uniqueness of the solutions for the equation are proved to be true. The analytic property of the solutions is investigated in the complex plane.
    Keywords: Analyticity;asset pricing model;nonlinear price-dividend function