A discrete-time intertemporal asset pricing model: GE approach with recursive utility (Q2707193)

From MaRDI portal





scientific article
Language Label Description Also known as
English
A discrete-time intertemporal asset pricing model: GE approach with recursive utility
scientific article

    Statements

    0 references
    29 March 2001
    0 references
    recursive utility
    0 references
    option pricing
    0 references
    observational equivalence
    0 references
    A discrete-time intertemporal asset pricing model: GE approach with recursive utility (English)
    0 references

    Identifiers