An existence theorem of intertemporal recursive utility in the presence of Levy jumps
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- Ma, Chenghu, 2006. "Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Levy jumps," Journal of Mathematical Economics, Elsevier, vol. 42(2), pages 131-160, April.
- Holger Kraft & Frank Seifried & Mogens Steffensen, 2013. "Consumption-portfolio optimization with recursive utility in incomplete markets," Finance and Stochastics, Springer, vol. 17(1), pages 161-196, January.
- repec:wyi:journl:002088 is not listed on IDEAS
- Chenghu Ma, 2013. "Preferences, Levy Jumps and Option Pricing," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
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