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Production technologies in stochastic continuous time models - MaRDI portal

Production technologies in stochastic continuous time models (Q631259)

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scientific article; zbMATH DE number 5869235
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Production technologies in stochastic continuous time models
scientific article; zbMATH DE number 5869235

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    Production technologies in stochastic continuous time models (English)
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    22 March 2011
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    dynamic stochastic general equilibrium models
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    closed-form solution
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    continuous time
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    jump diffusion
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