Stochastic equilibria for economies under uncertainty with intertemporal substitution
Date
2006Dewey
AnalyseSujet
Stochastic pure exchange economies; Intertemporal substitutability of consumption; Arrow–Debreu equilibrium; Local properness; Optional random measuresJEL code
D.D5.D51; D.D9.D91Journal issue
Annals of FinanceVolume
2Number
1Publication date
01-2006Article pages
101-122Publisher
SpringerCollections
Metadata
Show full item recordAuthor
Martins-da-Rocha, Victor-Filipe
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Riedel, Frank