A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates

Farid Mkaouar, Jean-Luc Prigent and Ilyes Abid
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Ilyes Abid: ISC Paris - Institut Supérieur du Commerce de Paris

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Date: 2019-06
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Published in Computational Economics, 2019, 54 (1), pp.367-417. ⟨10.1007/s10614-017-9742-0⟩

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Journal Article: A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03679690

DOI: 10.1007/s10614-017-9742-0

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