Pages that link to "Item:Q1017026"
From MaRDI portal
The following pages link to Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026):
Displaying 17 items.
- On the link between volatility and growth (Q415579) (← links)
- Production technologies in stochastic continuous time models (Q631259) (← links)
- Risk premia in general equilibrium (Q654607) (← links)
- On the reservation wage under CARA and limited borrowing (Q656792) (← links)
- ``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (Q857923) (← links)
- Stochastic continuous time growth models that allow for closed form solutions (Q1654174) (← links)
- Optimal quality provision when reputation is subject to random inspections (Q1667175) (← links)
- Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (Q1926753) (← links)
- Optimal dynamic tax evasion (Q1994146) (← links)
- Numerical solution of dynamic equilibrium models under Poisson uncertainty (Q1994185) (← links)
- The invariant distribution of wealth and employment status in a small open economy with precautionary savings (Q2283130) (← links)
- Stochastic accumulation of human capital and welfare in the Uzawa-Lucas model: an analytical characterization (Q2414727) (← links)
- Structural estimation of jump-diffusion processes in macroeconomics (Q2630127) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Optimal control of investment, premium and deductible for a non-life insurance company (Q2665865) (← links)
- A SCHUMPETERIAN GROWTH MODEL WITH EQUILIBRIUM UNEMPLOYMENT (Q3550902) (← links)
- The dynamics of Pareto distributed wealth in a small open economy (Q6074840) (← links)