Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty

DOI10.1016/0165-1889(94)00855-9zbMath0875.90140OpenAlexW2040390554MaRDI QIDQ1350670

Xiuli Chao, Indrajit Bardhan

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(94)00855-9

zbMATH Keywords

Point processesRepresentative agentRisk-neutral measuresStochastic equilibriumStochastic intensity

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

Related Items

The market for crash risk, The equilibrium allocation of diffusive and jump risks with heterogeneous agents

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