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A term structure model with preferences for the timing of resolution of uncertainty - MaRDI portal

A term structure model with preferences for the timing of resolution of uncertainty (Q2365065)

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A term structure model with preferences for the timing of resolution of uncertainty
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    A term structure model with preferences for the timing of resolution of uncertainty (English)
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    4 February 1997
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    term structure of interest rates
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    imperfect information
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    stochastic differential utility
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    non-additive recursive utility
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