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Numerical solution of dynamic portfolio optimization with transaction costs

Cai, Yongyang; Judd, Kenneth L.; Xu, Rong - 2013

Persistent link: https://www.econbiz.de/10009711772

A nonlinear certainty equivalent approximation method for dynamic stochastic problems

Cai, Yongyang; Judd, Kenneth L.; Steinbuks, Jevgenijs - 2015

Persistent link: https://www.econbiz.de/10011372541

Continuous-time methods for integrated assessment models

Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas - 2012

Persistent link: https://www.econbiz.de/10009628119

Nonlinear programming method for dynamic programming

Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas; … - 2013

Persistent link: https://www.econbiz.de/10009749466

Smolyak method for solving dynamic economic models : lagrange in interpolation, anisotropic grid and adaptive domain

Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei; … - 2013

Persistent link: https://www.econbiz.de/10010126688

The social cost of stochastic and irreversible climate change

Cai, Yongyang; Judd, Kenneth L.; Lontzek, Thomas - 2013

Persistent link: https://www.econbiz.de/10009711838

A big data approach to optimal sales taxation

Baker, Christian; Bejarano, Jeremy; Evans, Richard W.; … - 2014

Persistent link: https://www.econbiz.de/10010364671

Solving the multi-country real business cycle model using ergodic set methods

Maliar, Serguei; Maliar, Lilia; Judd, Kenneth L. - 2010

"We use the stochastic simulation algorithm, described in Judd, Maliar and Maliar (2009), and the cluster-grid algorithm, developed in Judd, Maliar and Maliar (2010a), to solve a collection of multi-country real business cycle models. The following ingredients help us reduce the cost in...

Persistent link: https://www.econbiz.de/10008656699