Asset pricing with dynamic programming
Year of publication: |
2007
|
---|---|
Authors: | Grüne, Lars ; Semmler, Willi |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 29.2007, 3/4, p. 233-265
|
Subject: | Stochastisches Wachstumsmodell | Stochastic growth model | CAPM | Dynamische Optimierung | Dynamic programming |
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