Projection methods and the curse of dimensionality
Year of publication: |
May 2018
|
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Authors: | Heer, Burkhard ; Maußner, Alfred |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 8.2018, 2, p. 317-334
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Subject: | Projection Methods | Galerkin | Collocation | Least Squares | Heterogeneous Agents | Stochastic Dynamic General Equilibrium | Dynamisches Gleichgewicht | Dynamic equilibrium | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Allgemeines Gleichgewicht | General equilibrium |
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