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Risk sensitive linear approximations - MaRDI portal

Risk sensitive linear approximations (Q6555113)

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scientific article; zbMATH DE number 7864965
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English
Risk sensitive linear approximations
scientific article; zbMATH DE number 7864965

    Statements

    title
    Risk sensitive linear approximations (English)
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    publication date
    14 June 2024
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    zbMATH Keywords
    linear rational expectation models
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    certainty equivalence
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    risky steady state
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    numerical methods
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    stochastic volatility
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    GARCH
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    skewness
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    Identifiers

    Mathematics Subject Classification ID
    91B51
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    62P20
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    62M10
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    zbMATH DE Number
    7864965
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