Foundations of Continuous-time Recrusive Utility: Differentiability and Normalization of Certainty Equivalents

Holger Kraft () and Frank Seifried

No 196, Working Paper Series: Finance and Accounting from Department of Finance, Goethe University Frankfurt am Main

JEL-codes: C61 D81 D91 (search for similar items in EconPapers)
Date: 2010
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