Continuous time Research Jan 19 Written by John Cochrane Note covering dz, dt, stochastic integrals, and how to do all of Asset Pricing Chapter 1 in continuous time. Read More > Notes2010s John Cochrane Previous Previous Comments on "Neoclassical Models of Aggregate Economies" Next Next A Response to Sims (2013)
Continuous time Research Jan 19 Written by John Cochrane Note covering dz, dt, stochastic integrals, and how to do all of Asset Pricing Chapter 1 in continuous time. Read More > Notes2010s John Cochrane
