Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks

Yu Chen (), Thomas Cosimano () and Alex Himonas ()

Annals of Finance, 2008, vol. 4, issue 3, 305-344

Keywords: Analyticity; Asset pricing; Habits; G12; G13; C63; D51 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10436-007-0079-x

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