Proper solutions for Epstein–Zin Stochastic Differential Utility



Herdegen, Martin, Hobson, David and Jerome, Joseph ORCID: 0000-0002-8312-0053
Proper solutions for Epstein–Zin Stochastic Differential Utility. SSRN Electronic Journal.

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Item Type: Article
Divisions: Faculty of Science and Engineering > School of Electrical Engineering, Electronics and Computer Science
Depositing User: Symplectic Admin
Date Deposited: 14 Mar 2022 17:08
Last Modified: 14 Mar 2022 17:08
DOI: 10.2139/ssrn.3984273
Open Access URL: https://arxiv.org/abs/2112.06708
URI: https://livrepository.liverpool.ac.uk/id/eprint/3150775