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The equilibrium allocation of diffusive and jump risks with heterogeneous agents
Dieckmann, Stephan; Gallmeyer, Michael - In: Journal of Economic Dynamics and Control 29 (2005) 9, pp. 1547-1576
Persistent link: https://www.econbiz.de/10005107275
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Prices as factors: Approximate aggregation with incomplete markets
Telmer, Chris I.; Zin, Stanley E. - In: Journal of Economic Dynamics and Control 26 (2002) 7-8, pp. 1127-1157
Persistent link: https://www.econbiz.de/10005205372