Equilibrium Asset Pricing with Transaction Costs
2013 ◽
Vol 03
(03n04)
◽
pp. 1350016
◽
Keyword(s):
Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps
2006 ◽
Vol 42
(2)
◽
pp. 131-160
◽
Keyword(s):