Asset pricing with dynamic programming
Lars Grüne; Willi Semmler
| Year of publication: |
2007
|
|---|---|
| Authors: | Grüne, Lars ; Semmler, Willi |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 29.2007, 3/4, p. 233-265
|
| Subject: | Stochastisches Wachstumsmodell | Stochastic growth model | CAPM | Dynamische Optimierung | Dynamic programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003493770