A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates - Archive ouverte HAL Access content directly
Journal Articles Computational Economics Year : 2019

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

Farid Mkaouar
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Jean-Luc Prigent
  • Function : Author
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Théorie économique, modélisation et applications
Ilyes Abid
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Institut Supérieur du Commerce de Paris

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Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

Jean-Luc Prigent  : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03679690

Submitted on : Thursday, May 26, 2022-11:38:18 PM

Last modification on : Friday, March 24, 2023-2:53:27 PM

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hal-03679690 , version 1 (26-05-2022)

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Farid Mkaouar, Jean-Luc Prigent, Ilyes Abid. A Diffusion Model for Long-Term Optimization in the Presence of Stochastic Interest and Inflation Rates. Computational Economics, 2019, 54 (1), pp.367-417. ⟨10.1007/s10614-017-9742-0⟩. ⟨hal-03679690⟩

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