Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps
Chenghu Ma
| Year of publication: |
2006
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|---|---|
| Authors: | Ma, Chenghu |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 42.2006, 2, p. 131-160
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| Subject: | Stochastischer Prozess | Stochastic process | Nutzentheorie | Utility theory | Optionspreistheorie | Option pricing theory | Mehrgleichungsmodell | Multiple equation model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003310857