Intertemporal hedging and trade in repeated games with recursive utility

DOI10.3982/ECTA17756zbMATH Open1541.91092MaRDI QIDQ6536788FDOQ6536788

Authors: Asen Kochov, Yangwei Song 

Publication date: 14 May 2024

Published in: Econometrica (Search for Journal in Brave)

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zbMATH Keywords

folk theoremcorrelation aversionendogenous discountingintertemporal trade

Mathematics Subject Classification ID

Utility theory (91B16) Multistage and repeated games (91A20)

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• Intertemporal hedging and trade in repeated games with recursive utility

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