“模糊状态动力学、学习和内生长期风险”的补充附录

ERN: Other Econometric Modeling: Capital Markets - Asset Pricing (Topic) Pub Date : 2019-09-30 DOI:10.2139/ssrn.3500206

Hongseok Choi

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引用次数: 1

摘要

本附录证明了论文中的辅助主张(关于模糊性下学习的否定结果)，并提供了资产定价示例的进一步细节(估值偏微分方程的推导，用于求解它们的数值算法，以及模拟的进一步细节)。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Supplementary Appendix to 'Ambiguous State Dynamics, Learning, and Endogenous Long-Run Risk'

This appendix proves the auxiliary claims in the paper (negative results concerning learning under ambiguity) and provides further details on the asset pricing example (derivation of the valuation PDEs, the numerical algorithm used to solve them, and further details on the simulations).

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来源期刊

ERN: Other Econometric Modeling: Capital Markets - Asset Pricing (Topic)

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