Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model (Q3489761)
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scientific article; zbMATH DE number 4162605
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| English | Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model |
scientific article; zbMATH DE number 4162605 |
Statements
Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model (English)
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1990
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capital asset pricing
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stochastic differential equations
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individual commodity income streams
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finite time horizon
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semimartingales
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optimal agent consumption and investment decision processes
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0.8214533925056458
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0.8163188099861145
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0.8163188099861145
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0.801402747631073
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