Explicit characterizations of financial prices with history-dependent utility (Q1602940)
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scientific article; zbMATH DE number 1758552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit characterizations of financial prices with history-dependent utility |
scientific article; zbMATH DE number 1758552 |
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Explicit characterizations of financial prices with history-dependent utility (English)
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24 June 2002
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Multiplicative (nonlinear) habit formation
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Dual-attribute good
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History-dependent utility
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Equilibrium asset pricing
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Malliavin calculus
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