Production and the Real Rate of Interest: A Sample Path Equilibrium

DOI10.1023/A:1013817632247MaRDI QIDQ4530196zbMATH OpenFDO

Authors David Feldman

Publication date 30 May 2002

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1013817632247

zbMATH Keywords

asset pricingequilibrium interest ratesincomplete informationsample path equlibrium

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Economic growth models (91B62)

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(2)

• Interest rate options valuation under incomplete information
• Production and the Real Rate of Interest: A Sample Path Equilibrium

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