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
20
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