The Annals of Applied Probability, Vol. 26, No. 2 (April 2016), pp. 794-817 (24 pages) We consider a financial model where the prices of risky assets are quoted by a representative market maker who ...
This article describes three approximation methods I used to solve the growth model (Model 1) studied by the National Bureau of Economic Research's nonlinear rational-expectations-modeling group ...
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