Pricing long-lived securities in dynamic endowment economies (Q1622391)
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scientific article; zbMATH DE number 6980981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing long-lived securities in dynamic endowment economies |
scientific article; zbMATH DE number 6980981 |
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Pricing long-lived securities in dynamic endowment economies (English)
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19 November 2018
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rare events
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jump diffusion
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recursive utility
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