Ramsey rule with forward/backward utility for long-term yield curves modeling - Sorbonne Université Access content directly
Journal Articles Decisions in Economics and Finance Year : 2022

Ramsey rule with forward/backward utility for long-term yield curves modeling

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hal-03939501 , version 1 (14-01-2023)

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Nicole El Karoui, Caroline Hillairet, Mohamed Mrad. Ramsey rule with forward/backward utility for long-term yield curves modeling. Decisions in Economics and Finance, 2022, 45 (1), pp.375-414. ⟨10.1007/s10203-022-00370-1⟩. ⟨hal-03939501⟩
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