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  • Search: subject:"Multidimensional continuous choice"
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Subject
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Endogenous grid method 2 Multidimensional continuous choice 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Capital income 1 Dynamic programming 1 Dynamic structural models 1 Dynamische Optimierung 1 Kapitaleinkommen 1 Mathematical programming 1 Mathematische Optimierung 1 Monotonicity proof 1 Portfolio selection 1 Portfolio-Management 1 Stochastic portfolio returns 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Chong, Wing Fung 1 Huang, Tiancheng 1 Iskhakov, Fedor 1 Khemka, Gaurav 1
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Economics letters 2
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Monotonicity of savings function in Endogenous Gridpoint Method with stochastic portfolio returns
Huang, Tiancheng; Khemka, Gaurav; Chong, Wing Fung - In: Economics letters 239 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015076675
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Multidimensional endogenous gridpoint method : solving triangular dynamic stochastic optimization problems without root-finding operations
Iskhakov, Fedor - In: Economics letters 135 (2015), pp. 72-76
Persistent link: https://www.econbiz.de/10011434897
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