如何在资产定价中构建和求解连续时间异质性主体模型?鞅方法和有限差分法

How to build and solve continuous-time heterogeneous agents models in asset pricing? The martingale approach and the finite difference method

Journal of Mathematical Economics · 2024
被引 3
人大 A-ABS 3
资产定价连续时间金融异质性主体模型鞅方法有限差分法