A Quantitative Theory of Unsecured Consumer Credit with Risk of Default
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Publication:5443635
DOI10.1111/j.1468-0262.2007.00806.xzbMath1132.91561OpenAlexW3123591829MaRDI QIDQ5443635
José-Víctor Ríos-Rull, Satyajit Chatterjee, Dean Corbae, Makoto Nakajima
Publication date: 21 February 2008
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://www.philadelphiafed.org/-/media/frbp/assets/working-papers/2007/wp07-16.pdf
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Economic growth models (91B62) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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