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The integrability problem of asset prices - MaRDI portal

The integrability problem of asset prices (Q1804023)

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scientific article; zbMATH DE number 222141
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English
The integrability problem of asset prices
scientific article; zbMATH DE number 222141

    Statements

    The integrability problem of asset prices (English)
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    29 June 1993
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    dynamic continuous-time stochastic environment
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    rational expectations equilibrium
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