مرکز منطقه ای اطلاع رساني علوم و فناوري - Explicit characterizations of financial prices with history-dependent utility

Title of article :

Explicit characterizations of financial prices with history-dependent utility

Author/Authors :

J?rgen Haug، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2001

Pages :

From page :

337

To page :

356

Keywords :

Equilibrium asset pricing , Malliavin calculus , Dual-attribute good , History-dependent utility , Multiplicative (nonlinear) habit formation

Journal title :

Journal of Mathematical Economics

Serial Year :

2001

Journal title :

Journal of Mathematical Economics

Record number :

155825

Link To Document :