Recursive utility in a Markov environment with stochastic growth: Fig. 1.
2012 ◽
Vol 109
(30)
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pp. 11967-11972
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2013 ◽
Vol 79
(7)
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pp. 2294-2301
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Keyword(s):
2016 ◽
Vol 22
(11)
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pp. 1732-1746
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Keyword(s):
Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps
2006 ◽
Vol 42
(2)
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pp. 131-160
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Keyword(s):
2010 ◽
Vol 3
(3-4)
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pp. 115-138
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