Asset Pricing with Delayed Consumption Decisions
Year of publication: |
2004-08-11
|
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Authors: | Semmler, Willi ; Grüne, Lars |
Institutions: | Society for Computational Economics - SCE |
Subject: | stochastic growth | habit formation | stochastic DP | adaptive grid | asset pricing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Computing in Economics and Finance 2004 Number 59 |
Classification: | C - Mathematical and Quantitative Methods ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques |
Source: |
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