Post-crisis macrofinancial modeling : continuous time approaches
Jukka Isohätälä, Nataliya Klimenko and Alistair Milne
| Year of publication: |
2016
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|---|---|
| Authors: | Isohätälä, Jukka ; Klimenko, Nataliya ; Milne, Alistair |
| Published in: |
The handbook of post crisis financial modelling. - Basingstoke, Hampshire : Palgrave Macmillan, ISBN 978-1-137-49448-1. - 2016, p. 235-282
|
| Subject: | stochastic differential equation | Hamilton-Jacobi-Bellman equation | Finanzkrise | Financial crisis | DSGE-Modell | DSGE model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475781