Explicit characterizations of financial prices with history-dependent utility
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Publication:1602940
DOI10.1016/S0304-4068(01)00082-9zbMath1134.91421MaRDI QIDQ1602940
Publication date: 24 June 2002
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Malliavin calculusDual-attribute goodEquilibrium asset pricingHistory-dependent utilityMultiplicative (nonlinear) habit formation
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