A closed-form solution to the continuous-time consumption model with endogenous labor income
Year of publication: |
2007-09
|
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Authors: | Zhang, Aihua |
Institutions: | Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews |
Subject: | Consumption | Labor Supply | Portfolio | Euler equation | Martingale |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 0710 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C73 - Stochastic and Dynamic Games ; G1 - General Financial Markets ; J22 - Time Allocation and Labor Supply |
Source: |
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