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Releases: CangxiongChen/FBSDE_life_cycle_model

FBSDE Life-cycle Model v1.0.0

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@CangxiongChen CangxiongChen released this 29 Jul 13:26

This is the public code release accompanying the paper:

Stochastic Analysis of Overlapping Generations Models Under Incomplete Markets

This is the first public release of the standalone FBSDE life-cycle model. It was prepared from the v2.0.0 release of the private development repository FBSDE_economics, with internal and unrelated files excluded.

Please see the README for installation, usage, and citation instructions.