Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty

Journal of Economic Dynamics and Control

Volumn 20, Issue 1-3, 1996, Pages 361-384

  Bardhan, Indrajit ^a   Chao, Xiuli ^b  

^a Goldman Sachs Group   (United States)

^b NEW JERSEY INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Point processes; Representative agent; Risk neutral measures; Stochastic equilibrium; Stochastic intensity

Indexed keywords

EID: 0029688428     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1889(94)00855-9     Document Type: Article

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