Publication:3529368
From MaRDI portal
zbMath1168.91003MaRDI QIDQ3529368
Sumru Altug, Pamela A. Labadie
Publication date: 9 October 2008
dynamic programming; asset pricing; equilibrium; stochastic process; expected utility; arbitrage; overlapping generations model; Pareto optimum
91B70: Stochastic models in economics
91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
91B24: Microeconomic theory (price theory and economic markets)
91B62: Economic growth models
91B50: General equilibrium theory
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