I thank the anonymous referee and Peter Clark for insightful suggestions about the economics, and to Wendell H. Fleming for the mathematical tools underlying this paper.
Greenspan's Retrospective of Financial Crisis and Stochastic Optimal Control
Article first published online: 4 OCT 2010
© 2010 Blackwell Publishing Ltd
European Financial Management
Volume 16, Issue 5, pages 858–871, November 2010
How to Cite
Stein, J. L. (2010), Greenspan's Retrospective of Financial Crisis and Stochastic Optimal Control. European Financial Management, 16: 858–871. doi: 10.1111/j.1468-036X.2010.00579.x
- Issue published online: 24 OCT 2010
- Article first published online: 4 OCT 2010
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