Discounting and divergence of opinion
From MaRDI portal
Publication:969130
DOI10.1016/j.jet.2010.01.002zbMath1238.91134MaRDI QIDQ969130
Elyès Jouini, Clotilde Napp, Jean-Michel Marin
Publication date: 11 May 2010
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2010.01.002
discount rate; discounting; yield curve; gamma discounting; costs and benefits analysis; divergence of opinion; Ramsey formula
91G30: Interest rates, asset pricing, etc. (stochastic models)
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