Discounting Models for Outcomes over Continuous Time
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- Harvey, Charles M. & Østerdal, Lars Peter, 2012. "Discounting models for outcomes over continuous time," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 284-294.
References listed on IDEAS
- Charles M. Harvey, 1986. "Value Functions for Infinite-Period Planning," Management Science, INFORMS, vol. 32(9), pages 1123-1139, September.
- Kopylov, Igor, 2010. "Simple axioms for countably additive subjective probability," Journal of Mathematical Economics, Elsevier, vol. 46(5), pages 867-876, September.
- W. M. Gorman, 1968. "The Structure of Utility Functions," Review of Economic Studies, Oxford University Press, vol. 35(4), pages 367-390.
- Charles M. Harvey & Lars Peter Østerdal, 2007. "Integral-Value Models for Outcomes over Continuous Time," Discussion Papers 07-10, University of Copenhagen. Department of Economics.
- A. C. Williams & J. I. Nassar, 1966. "Financial Measurement of Capital Investments," Management Science, INFORMS, vol. 12(11), pages 851-864, July.
- Harvey, Charles M., 1994. "The reasonableness of non-constant discounting," Journal of Public Economics, Elsevier, vol. 53(1), pages 31-51, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Webb, Craig S., 2016. "Continuous quasi-hyperbolic discounting," Journal of Mathematical Economics, Elsevier, vol. 64(C), pages 99-106.
- Hara, Kazuhiro, 2016. "Characterization of stationary preferences in a continuous time framework," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 34-43.
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Keywordscontinuous time; integral discounting; integral value or utility function;
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