"Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, ..."

Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve (1990)

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DOI: 10.1287/MOOR.15.1.80

access: closed

type: Journal Article

metadata version: 2017-06-14

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Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve:
Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model. Math. Oper. Res. 15(1): 80-128 (1990)

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