Continuous-time security pricing. A utility gradient approach (Q1322708)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time security pricing. A utility gradient approach |
scientific article |
Statements
Continuous-time security pricing. A utility gradient approach (English)
0 references
5 May 1994
0 references
asset pricing
0 references
continuous-time security market
0 references
semimartingale prices
0 references
stochastic differential utility
0 references
habit-forming utilities
0 references
