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zbMath1331.91208MaRDI QIDQ2790484

Hong Miao, Jin Yu, Robert J. Elliott

Publication date: 4 March 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

regime switching general equilibrium utility function equity premium puzzle stochastic discount factor representative agent

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) General equilibrium theory (91B50)

Related Items (1)

Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions

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