Journal Article

Appendix C: The Infinite-Horizon Case

Econometrica
Author(s)

Darrell Duffie

Larry Epstein

Constantinos Skiadas

This appendix addresses the definition, existence, and properties of an infinite horizon stochastic differential utility function.
Date Published: 1992
Citations: Duffie, Darrell, Larry Epstein, Constantinos Skiadas. 1992. Appendix C: The Infinite-Horizon Case. Econometrica. (2)387-392.