An Intertemporal General Equilibrium Model of Asset Prices
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Diffusion processes (60J60) Portfolio theory (91G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) General equilibrium theory (91B50) Economic growth models (91B62) Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial applications of other theories (91G80) Optimal stochastic control (93E20)
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