Analytic solving of asset pricing models: The by force of habit case

Journal of Economic Dynamics and Control - Tập 32 - Trang 3631-3660 - 2008
Yu Chen1, Thomas F. Cosimano2, Alex A. Himonas3
1Department of Mathematics, Idaho State University, Pocatello, ID 83209, USA
2Department of Finance, Mendoza College of Business, University of Notre Dame, Notre Dame, IN 46556, USA
3Department of Mathematics, University of Notre Dame, Notre Dame, IN 46556, USA

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