Winschel, Viktor; Krätzig, Markus - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
Institute on Compu-
tational Economics at the University of Chicago & Argonne National Laboratory, 2005,
for discussion and … unscented particle
fllter and our Smolyak particle fllter.
The rest of the paper is divided into flve sections: economics …-dimensional Smolyak
polynomial approximation.
2 Economics
2.1 Model
An appropriate model for this paper should allow for an …