Recent Research
Determinacy and Analytical Tail Solutions in the Sequence Space
Working paper Download PDF
Keywords: continuous time, sequence-space Jacobian, determinacy, geometric closure, analytic tails
A Geometric Approach for solving Heterogeneous Agent models: the Discrete Exterior Calculus scheme
MPRA working paper
Keywords: heterogeneous agent, incomplete market, discrete exterior calculus, mean field game
Solving Heterogeneous agent Models in Continuous Time with Adaptive Sparse Grids
MPRA working paper
Keywords: heterogeneous agent, continuous time, adaptive sparse grids, occasionally binding constraints