Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation (Q4991627)
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scientific article; zbMATH DE number 7354542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation |
scientific article; zbMATH DE number 7354542 |
Statements
Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation (English)
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3 June 2021
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numerical methods
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heterogeneous agent models
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linearization
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incomplete markets
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