Stability of equilibrium asset pricing models: a necessary and sufficient condition
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Publication:2025023
DOI10.1016/j.jet.2021.105227zbMath1461.91348arXiv1910.00778OpenAlexW3135849661MaRDI QIDQ2025023
Jaroslav Borovička, John Stachurski
Publication date: 11 May 2021
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.00778
Numerical methods (including Monte Carlo methods) (91G60) Interest rates, asset pricing, etc. (stochastic models) (91G30) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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