مرکز منطقه ای اطلاع رساني علوم و فناوري - Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty

Title of article :

Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty

Author/Authors :

Indrajit Bardhan، نويسنده , , Xiuli Chao، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

361

To page :

384

Keywords :

Stochastic equilibrium , Representativeagent Risk-neutral measures , point processes , Stochastic intensity

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

1996

Journal title :

Journal of Economic Dynamics and Control

Record number :

237350

Link To Document :