Accuracy of stochastic perturbation methods: The case of asset pricing models

DOI10.1016/S0165-1889(00)00064-6zbMath0979.91078OpenAlexW2092501487MaRDI QIDQ5940866

Fabrice Collard, Michael Juillard

Publication date: 20 August 2001

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(00)00064-6

zbMATH Keywords

perturbation methodasset pricing modelshigher-order momentsstochastic equilibrium models

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; economic indices and measures (91B82)

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Cites Work

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• Asset Prices in an Exchange Economy