Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
Year of publication: |
2011
|
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Authors: | Judd, Kenneth L. ; Maliar, Lilia ; Maliar, Serguei |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 2.2011, 2, p. 173-210
|
Subject: | Simulation | Dynamische Wirtschaftstheorie | Economic dynamics | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
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