A discrete-time intertemporal asset pricing model: GE approach with recursive utility

Mathematical Finance

Volumn 8, Issue 3, 1998, Pages 249-275

  Ma, Chenghu ^a  

^a MCGILL UNIVERSITY   (Canada)

Author keywords

Observational equivalence; Option pricing; Recursive utility

Indexed keywords

EID: 0032221463     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00055     Document Type: Article

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