Analytic solving of asset pricing models: the by force of habit case
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Publication:2654418
DOI10.1016/J.JEDC.2007.12.008zbMath1181.91071OpenAlexW2026683922MaRDI QIDQ2654418
Thomas F. Cosimano, A. Alexandrou Himonas, Yu Chen
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2007.12.008
Related Items (3)
Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem ⋮ Continuous time one-dimensional asset-pricing models with analytic price-dividend functions ⋮ External habit: anything goes
Cites Work
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