Bansal and Yaron with stochastic volatility

I have tried to run the following code (dynare++) and i get the following error
Caught (not yet fatal) Kord exception: At ./first_order.cweb:55:(255):NaN or Inf asserted in first order derivatives in FirstOrder::solve
Caugth Kord exception: At ./approximation.cweb:82:(255):Folded decision rule has not been created in Approximation::getFoldDecisionRule
Done
fluc.mod (2.3 KB)

Do you know why is the case?

I have tried to run the following code (dynare++) and i get the following error
Caught (not yet fatal) Kord exception: At ./first_order.cweb:55:(255):NaN or Inf asserted in first order derivatives in FirstOrder::solve
Caugth Kord exception: At ./approximation.cweb:82:(255):Folded decision rule has not been created in Approximation::getFoldDecisionRule
Done

Do you know why is the case?
fluc.mod (2.3 KB)

Please use Dynare, not Dynare++. That being said, this message typically indicates a problem with the setup.