Solving the incomplete market model with aggregate uncertainty using a perturbation method (Q1046044)
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scientific article; zbMATH DE number 5650791
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| default for all languages | No label defined |
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| English | Solving the incomplete market model with aggregate uncertainty using a perturbation method |
scientific article; zbMATH DE number 5650791 |
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Solving the incomplete market model with aggregate uncertainty using a perturbation method (English)
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21 December 2009
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heterogeneous agents
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occasionally binding inequality constraints
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barrier method
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0.96454364
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0.94048834
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0.9396618
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0.9371604
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0.93653667
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0.8871804
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0.8849859
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