Proper solutions for Epstein–Zin Stochastic Differential Utility

Herdegen, Martin, Hobson, David and Jerome, Joseph ORCID: 0000-0002-8312-0053 (2021) Proper solutions for Epstein–Zin Stochastic Differential Utility. SSRN Electronic Journal.

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Official URL: http://dx.doi.org/10.2139/ssrn.3984273

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:	17 Mar 2024 13:34
DOI:	10.2139/ssrn.3984273
Open Access URL:	https://arxiv.org/abs/2112.06708
Related URLs:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3150775