Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty
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Publication:1350670
DOI10.1016/0165-1889(94)00855-9zbMath0875.90140OpenAlexW2040390554MaRDI QIDQ1350670
Publication date: 27 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(94)00855-9
Special types of economic equilibria (91B52) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)
Related Items
The market for crash risk, The equilibrium allocation of diffusive and jump risks with heterogeneous agents
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