Journal of Mathematical Finance

Vol.2 No.2(2012), Paper ID 19215, 6 pages

DOI:10.4236/jmf.2012.22018

 

Asset Pricing with Stochastic Habit Formation

 

Masao Nakagawa

 

The Institute of Economic Research, Kyoto University, Kyoto, Japan

 

Copyright © 2012 Masao Nakagawa et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

M. Nakagawa, "Asset Pricing with Stochastic Habit Formation," Journal of Mathematical Finance, Vol. 2 No. 2, 2012, pp. 175-180. doi: 10.4236/jmf.2012.22018.
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