A term structure model with preferences for the timing of resolution of uncertainty (Q2365065): Difference between revisions
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scientific article
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English | A term structure model with preferences for the timing of resolution of uncertainty |
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A term structure model with preferences for the timing of resolution of uncertainty (English)
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4 February 1997
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term structure of interest rates
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imperfect information
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stochastic differential utility
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non-additive recursive utility
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