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09-054/2 - Investment under Risk with Discrete and Continuous Assets

  • Authors
    Chris Elbers, VU University Amsterdam; Jan Willem Gunning, VU University Amsterdam; Melinda Vigh, VU University Amsterdam
  • Publication date
    June 16, 2009
  • Keywords
    value function iteration, mixed continuous/discrete controls, stochastic dynamic choice model
  • JEL
    C61, C63, C51, E12, G11, Q12
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