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Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption investment model

Authors :
Karatzas, Ioannis
Lehoczky, John P.
Shreve, Steven E.
Publication Year :
2018
Publisher :
Figshare, 2018.

Abstract

Mathematics Technical Report

Details

Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....405f731112686b1d7628b9e35d8e9d75
Full Text :
https://doi.org/10.1184/r1/6477362.v1