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1
Stochastic Optimal
Control
Modeling of Debt Crises
Stein, Jerome L.
-
CESifo
-
2003
evaluate debt to preclude a crisis? We use stochastic optimal
control
/dynamic programming to derive an optimal debt. The …
Persistent link: https://www.econbiz.de/10005765856
Saved in:
2
Stochastic Optimal
Control
, International Finance and Debt
Fleming, Wendell
;
Stein, Jerome L.
-
CESifo
-
2002
We use stochastic optimal
control
-dynamic programming (DP) to derive the optimal foreign debt/net worth, consumption …
Persistent link: https://www.econbiz.de/10005765870
Saved in:
3
A Stochastic Optimal
Control
Approach to International Finance and Foreign Debt
Fleming, Wendell
;
Stein, Jerome L.
-
CESifo
-
1999
use stochastic optimal
control
-dynamic programming to derive the: optimal consumption, foreign debt, capital, the growth …
Persistent link: https://www.econbiz.de/10005181596
Saved in:
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