A term structure model with preferences for the timing of resolution of uncertainty
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Publication:2365065
DOI10.1007/BF01213440zbMath0872.90009MaRDI QIDQ2365065
Costis Skiadas, Mark Schroder, J. Darrell Duffie
Publication date: 4 February 1997
Published in: Economic Theory (Search for Journal in Brave)
term structure of interest rates; imperfect information; stochastic differential utility; non-additive recursive utility
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