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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...

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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

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