L p-Fréchet differentiable preference and "local utility" analysis
Year of publication: |
1993
|
---|---|
Authors: | Wang, Tan |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 61.1993, 1, p. 139-159
|
Subject: | Nutzen | Utility | Entscheidung | Decision | Analysis | Mathematical analysis | Theorie | Theory |
-
A generalized stochastic differential utility driven by G-Brownian motion
Lin, Qian, (2020)
-
Stochastic differential utility as the continuous-time limit of recursive utility
Kraft, Holger, (2013)
-
Existence of arrow-debreu equilibrium with generalized stochastic differential utility
Beißner, Patrick, (2011)
- More ...
-
Financial Network and Systemic Risk—A Dynamic Model
Chen, Hong, (2021)
-
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G., (1994)
-
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G., (1992)
- More ...