An envelope method for solving continuous-time stochastic models with occasionally binding constraints-Reference-Cited by-同舟云学术

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An envelope method for solving continuous-time stochastic models with occasionally binding constraints

Published:2022-05 Issue: Volume:214 Page:110434
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

White Neil

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference11 articles.

1. Income and wealth distribution in macroeconomics: A continuous-time approach;Achdou;Rev. Econom. Stud.,2021

2. Envelope condition method with an application to default risk models;Arellano;J. Econom. Dynam. Control,2016

3. Convergence of approximation schemes for fully nonlinear second order equations;Barles;Asymptot. Anal.,1991

4. Finite-difference methods for continuous-time dynamic programming;Candler,1999

5. Algorithms for solving dynamic models with occasionally binding constraints;Christiano;J. Econom. Dynam. Control,2000

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