Algan, Yann; Allais, Olivier; Haan, Wouter J. Den - In: Journal of Economic Dynamics and Control 34 (2010) 1, pp. 59-68
This note describes how the incomplete markets model with aggregate uncertainty in Den Haan et al. [Comparison of solutions to the incomplete markets model with aggregate uncertainty. Journal of Economic Dynamics and Control, this issue] is solved using standard quadrature and projection...