On an aggregate state-price deflator in a multi-period market model (Q2231617): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 04:51, 2 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On an aggregate state-price deflator in a multi-period market model |
scientific article |
Statements
On an aggregate state-price deflator in a multi-period market model (English)
0 references
30 September 2021
0 references
multi-period model
0 references
aggregate state-price deflator
0 references
optimal consumption
0 references
minimal martingale measure
0 references