Accuracy of stochastic perturbation methods: The case of asset pricing models

Journal of Economic Dynamics and Control

Volumn 25, Issue 6-7, 2001, Pages 979-999

  Collard, Fabrice ^a   Juillard, Michel ^a  

^a CEPREMAP   (France)

Author keywords

Approximation methods; Asset pricing models; C63; G12; Perturbations; Rational expectations; Taylor series expansion

Indexed keywords

EID: 0009936605     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(00)00064-6     Document Type: Article

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