Information, Inflation, and Interest (Q3534750)

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Information, Inflation, and Interest
scientific article

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    author
    Lane P. Hughston
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    Andrea Macrina
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    publication date
    4 November 2008
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    Mathematics Subject Classification ID
    91B28
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    91B44
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    91B64
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    zbMATH DE Number
    5361728
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    zbMATH Keywords
    inflation
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    interest rate models
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    partial information
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    price level
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    money supply
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    consumption
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    liquidity
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    utility
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    transversality condition
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    arXiv classification
    q-fin.GN
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    math.PR
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    arXiv ID
    0710.2876
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