Valuing the Future and Discounting in Random Environments: A Review

We address the process of discounting in random environments, which allows valuation of the future in economic terms. We review several approaches to the problem regarding different well-established stochastic market dynamics in the continuous-time context and include the Feynman–Kac approach. We al...

Descripción completa

Detalles Bibliográficos
Autores principales: Masoliver, Jaume, Montero, Miquel, Perelló, Josep, Farmer, J. Doyne, Geanakoplos, John
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Review
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9032180/
https://www.ncbi.nlm.nih.gov/pubmed/35455159
http://dx.doi.org/10.3390/e24040496

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9032180/
https://www.ncbi.nlm.nih.gov/pubmed/35455159
http://dx.doi.org/10.3390/e24040496

Ejemplares similares