Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
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Publication:4013231
DOI10.2307/2951566zbMath0764.90010MaRDI QIDQ4013231
Publication date: 27 September 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/48656
uncertainty; Brownian motion; martingales; continuous time; local substitution; topologies; Itô processes; non-time-additive utility functions; space of consumption patterns
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