Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model (Q3489761)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model |
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Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model (English)
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1990
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capital asset pricing
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stochastic differential equations
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individual commodity income streams
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finite time horizon
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semimartingales
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optimal agent consumption and investment decision processes
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