Stochastic (risky) steady state in Dynare?

Some asset pricing models are very sensitive to the approximation point, and it is desirable to approximate the first-order conditions around the stochastic (risky) steady state. Is it possible to allow stoch_simul to solve the model around an arbitrary approximation point?

Dynare does not currently do that.

Dynare++ however does. You may want to have a look at it.