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

Authors :: Karatzas, Ioannis
Lehoczky, John P.
Shreve, Steven E.
Source :: Mathematics of Operations Research. Feb, 1990, Vol. 15 Issue 1, p80, 49 p.
Publication Year :: 1990

Subjects :: Commodity futures -- Models
Equilibrium (Economics) -- Models
Consumption (Economics) -- Models
Capital assets pricing model -- Analysis
Business
Computers and office automation industries
Mathematics

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