A discrete-time intertemporal asset pricing model : GE approach with recursive utility
Year of publication: |
1998
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Authors: | Ma, Chenghu |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 8.1998, 3, p. 249-275
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Subject: | Optionspreistheorie | Option pricing theory | Nutzenfunktion | Utility function | Intertemporale Entscheidung | Intertemporal choice | Theorie | Theory |
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