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Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims - MaRDI portal

Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims (Q5051529)

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scientific article; zbMATH DE number 7622642
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Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims
scientific article; zbMATH DE number 7622642

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    Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims (English)
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    23 November 2022
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    asymmetric information
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    learning from prices
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    multi-asset economy
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