Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
type: Item
instance of: scholarly article
title: Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
zbMATH Open document ID: 0875.90140
DOI: 10.1016/0165-1889(94)00855-9
author: Indrajit Bardhan
author: Xiuli Chao
publication date: 1997-02-27T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 91B52
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 984115
zbMATH Keywords: Point processes
zbMATH Keywords: Stochastic intensity
zbMATH Keywords: Stochastic equilibrium
zbMATH Keywords: Representative agent
zbMATH Keywords: Risk-neutral measures
MaRDI profile type: Publication
full work available at URL: 0165-1889(94)00855-9
OpenAlex ID: W2040390554
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 984115