Solving Asset Pricing Models with Stochastic Dynamic Programming
| Year of publication: |
2003-08-01
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|---|---|
| Authors: | Grune, Lars ; Semmler, Willi |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | dynamic programming | adaptive grid | stochastic growth |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 54 |
| Classification: | C6 - Mathematical Methods and Programming ; C8 - Data Collection and Data Estimation Methodology; Computer Programs ; G0 - Financial Economics. General ; E1 - General Aggregative Models |
| Source: |
Persistent link: https://www.econbiz.de/10005706791