Stochastic analysis of overlapping generations models under incomplete markets

DOI10.1007/S11579-026-00418-5MaRDI QIDQ7347117zbMATH OpenFDO

Authors Cangxiong Chen, Sigmund Ellingsrud, Fabian N. Harang, Avi Mayorcas

Publication date 14 September 2026

Published in Mathematics and Financial Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11579-026-00418-5

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Game theory, economics, finance, and other social and behavioral sciences (91-XX) Stochastic models in economics (91B70) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Optimal stochastic control (93E20)

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