Heterogeneous impatience in a continuous-time model
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Publication:1932522
DOI10.1007/s11579-009-0017-yzbMath1255.91218OpenAlexW1972606728MaRDI QIDQ1932522
Publication date: 20 January 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2433/129574
impatiencerepresentative consumermarket price of riskrisk tolerancestate-price deflatorG12D81D51D53D61D91G13short-rate process
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