An analytic approach for stochastic differential utility for endowment and production economies
Year of publication: |
2014
|
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Authors: | Chen, Yu ; Cosimano, Thomas F. ; Himonas, Alex A. ; Kelly, Peter |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 44.2014, 4, p. 397-443
|
Subject: | Analyticity | Stochastic differential utility | Theorie | Theory | Risiko | Risk | Nutzen | Utility |
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