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A multiperiod equilibrium pricing model

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Publication:1714594
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DOI10.1155/2014/408685zbMath1406.91151DBLPjournals/jam/KwakPZ14OpenAlexW2020101408WikidataQ59051265 ScholiaQ59051265MaRDI QIDQ1714594

Traian A. Pirvu, Minsuk Kwak, Hua-Yue Zhang

Publication date: 1 February 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/408685



Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)


Related Items (2)

Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient ⋮ Stochastic production planning with regime switching







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