The equilibrium allocation of diffusive and jump risks with heterogeneous agents

Author:

Dieckmann Stephan,Gallmeyer Michael

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference28 articles.

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5. Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty;Bardhan;Journal of Economic Dynamics and Control,1996

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