Explicit characterizations of financial prices with history-dependent utility (Q1602940)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit characterizations of financial prices with history-dependent utility |
scientific article |
Statements
Explicit characterizations of financial prices with history-dependent utility (English)
0 references
24 June 2002
0 references
Multiplicative (nonlinear) habit formation
0 references
Dual-attribute good
0 references
History-dependent utility
0 references
Equilibrium asset pricing
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
