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"Stochastic differential utility as the continuous-time limit of recursive ..."

Holger Kraft, Frank Thomas Seifried (2014)

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DOI: 10.1016/J.JET.2013.12.007

access: closed

type: Journal Article

metadata version: 2020-02-24

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Holger Kraft, Frank Thomas Seifried:
Stochastic differential utility as the continuous-time limit of recursive utility. J. Econ. Theory 151: 528-550 (2014)

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