A term structure model with preferences for the timing of resolution of uncertainty (Q2365065)
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scientific article; zbMATH DE number 975478
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| default for all languages | No label defined |
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| English | A term structure model with preferences for the timing of resolution of uncertainty |
scientific article; zbMATH DE number 975478 |
Statements
A term structure model with preferences for the timing of resolution of uncertainty (English)
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4 February 1997
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term structure of interest rates
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imperfect information
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stochastic differential utility
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non-additive recursive utility
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0.7822102308273315
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0.7762864828109741
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0.7744352221488953
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0.765657901763916
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0.7638143301010132
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