The equilibrium allocation of diffusive and jump risks with heterogeneous agents

Stephan Dieckmann and Michael Gallmeyer

Journal of Economic Dynamics and Control, 2005, vol. 29, issue 9, 1547-1576

Date: 2005
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Working Paper: The Equilibrium Allocation of Diffusive and Jump Risks with Heterogeneous Agents
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:29:y:2005:i:9:p:1547-1576

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