Envelope condition method with an application to default risk models
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Publication:1655746
DOI10.1016/J.JEDC.2016.05.016zbMath1401.91092OpenAlexW3124280898MaRDI QIDQ1655746
Lilia Maliar, Serguei Maliar, Cristina Arellano, Viktor Tsyrennikov
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://economicdynamics.org/meetpapers/2015/paper_1239.pdf
Related Items (2)
Ruling out multiplicity of smooth equilibria in dynamic games: a hyperbolic discounting example ⋮ An envelope method for solving continuous-time stochastic models with occasionally binding constraints
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