Valuing the Future and Discounting in Random Environments: A Review

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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Bibliographic Details
Main Authors:	Jaume Masoliver, Miquel Montero, Josep Perelló, J. Doyne Farmer, John Geanakoplos
Format:	Article
Language:	English
Published:	MDPI AG 2022-04-01
Series:	Entropy
Subjects:	discounting bond pricing real interest rates econophysics
Online Access:	https://www.mdpi.com/1099-4300/24/4/496

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