Solving the incomplete market model with aggregate uncertainty using a perturbation method
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Publication:1046044
DOI10.1016/j.jedc.2008.11.011zbMath1179.91008OpenAlexW1966008169MaRDI QIDQ1046044
Sunghyun Henry Kim, Jinill Kim, Robert Kollmann
Publication date: 21 December 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2008.11.011
Macroeconomic theory (monetary models, models of taxation) (91B64) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Dynamic stochastic general equilibrium theory (91B51) Heterogeneous agent models (91B69)
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Uses Software
Cites Work
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