Asset pricing with dynamic programming
Year of publication: |
2007
|
---|---|
Authors: | Grüne, Lars ; Semmler, Willi |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 29.2007, 3, p. 233-265
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Stochastic growth models | Asset pricing | Stochastic dynamic programming | Adaptive grid |
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