| Document Date: 2014-09-19 16:21:20
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Company Economics Discussion Series / / Currency pence / / / Event Dividend Issuance / / IndustryTerm numerical solution algorithms / closed-form solution / approximated solution / model solution / expectations operator / closed-form solutions / / Organization Federal Reserve Board / Board of Governors / / Person Oliver de Groot / Ai / There / Oliver de Grooty / / / Position author / Governor / Iterating forward / The asset pricing model / representative / / PublishedMedium Review of Economic Dynamics / Journal of Economic Dynamics and Control / The Journal of Finance / Journal of Monetary Economics / / Technology numerical solution algorithms / alternative numerical solution algorithms / /
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Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Solving asset pricing models with stochastic volatility