Necessity of the transversality condition for stochastic models with bounded or CRRA uitlity
Takashi Kamihigashi
| Year of publication: |
2005
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|---|---|
| Authors: | Kamihigashi, Takashi |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 29.2005, 8, p. 1313-1329
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| Subject: | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Real-Business-Cycle-Theorie | Real business cycle model | Stochastisches Wachstumsmodell | Stochastic growth model | Risikoaversion | Risk aversion | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003002257