Heterogeneous impatience in a continuous-time model (Q1932522)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Heterogeneous impatience in a continuous-time model |
scientific article; zbMATH DE number 6127167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heterogeneous impatience in a continuous-time model |
scientific article; zbMATH DE number 6127167 |
Statements
Heterogeneous impatience in a continuous-time model (English)
0 references
20 January 2013
0 references
representative consumer
0 references
risk tolerance
0 references
impatience
0 references
state-price deflator
0 references
short-rate process
0 references
market price of risk
0 references
D51
0 references
D53
0 references
D61
0 references
D81
0 references
D91
0 references
G12
0 references
G13
0 references
0.87718946
0 references
0.8719886
0 references
0.86091566
0 references
0.85637337
0 references
0 references
0.8441006
0 references
0.8409192
0 references
0.8373261
0 references
0.83678824
0 references
0 references
