Resources dynamics from the point of view of the regenerated ornstein-uhlenbeck model
We consider the problem of assessing resources dynamics in the context of an economic system subject to Gaussian consumption and deterministic productivity. A discrete time recursive equation is presented to justify the use of the Ornstein-Uhlenbeck diffusion process. Under assumptions about regener...
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| Format: | conferenceObject |
| Language: | eng |
| Published: |
2013
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| Online Access: | http://hdl.handle.net/10071/5696 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/5696 |