Stochastic Optimal Control Modeling of Debt Crises
Year of publication: |
2003
|
---|---|
Authors: | Stein, Jerome L. |
Institutions: | CESifo |
Subject: | stochastic optimal control | debt | international finance | US agricultural crisis | Mean-Variance analysis | Hamilton-Jacobi-Bellaman equation |
-
Stochastic Optimal Control Modeling of Debt Crises
Stein, Jerome L., (2003)
-
Stochastic optimal control modeling of debt crises
Stein, Jerome L., (2003)
-
A Stochastic Optimal Control Approach to International Finance and Foreign Debt
Fleming, Wendell, (1999)
- More ...
-
The Diversity of Debt Crises in Europe
Stein, Jerome L., (2011)
-
The Transition Economies: A NATREX Evaluation of Research
Stein, Jerome L., (2005)
-
Stochastic Optimal Control, International Finance and Debt
Fleming, Wendell, (2002)
- More ...