Solving the incomplete markets model in parallel using GPU computing and the Krusell-Smith algorithm
Year of publication: |
December 2016
|
---|---|
Authors: | Hatcher, Michael C. ; Scheffel, Eric M. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 4, p. 569-591
|
Subject: | GPU computing | Heterogeneous agents | Incomplete markets | Interpolation | Krusell-Smith algorithm | Theorie | Theory | Unvollkommener Markt | Incomplete market | Algorithmus | Algorithm | Finanzmathematik | Mathematical finance |
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