Applied Intertemporal Optimization
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References listed on IDEAS
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- Oscar M. Valencia, 2014. "R&D Investment and Financial Frictions," Borradores de Economia 828, Banco de la Republica de Colombia.
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More about this item
KeywordsIntertemporal optimization; maximization; discrete time; continuous time; certainty; uncertainty; inserting; Lagrange; Hamiltonian; Dynamic Programming; Bellman equation; Ito's Lemma; Brownian motion; Poisson process; natural volatility;
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