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Stochastic continuous time growth models that allow for closed form solutions - MaRDI portal

Stochastic continuous time growth models that allow for closed form solutions (Q1654174)

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scientific article; zbMATH DE number 6914461
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Stochastic continuous time growth models that allow for closed form solutions
scientific article; zbMATH DE number 6914461

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    Stochastic continuous time growth models that allow for closed form solutions (English)
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    7 August 2018
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    dynamic stochastic general equilibrium models
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    closed-form solution
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    HARA preferences
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    CRRA preferences
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    autonomous consumption
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