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Sparse Grids for Dynamic Econo...
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1
Using adaptive sparse grids to solve high-dimensional dynamic models
Brumm, Johannes
;
Scheidegger, Simon
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1575-1612
Persistent link: https://www.econbiz.de/10011791595
Saved in:
2
Multinational banks and financial stability
Clayton, Christopher
;
Schaab, Andreas
- In:
The quarterly journal of economics
137
(
2022
)
3
,
pp. 1681-1736
Persistent link: https://www.econbiz.de/10013349883
Saved in:
3
Pricing American options under high-dimensional models with recursive adaptive sparse expectations
Scheidegger, Simon
;
Treccani, Adrien
- In:
Journal of financial econometrics
19
(
2021
)
2
,
pp. 258-290
Persistent link: https://www.econbiz.de/10012620053
Saved in:
4
Pareto-improving carbon-risk taxation
Kotlikoff, Laurence J.
;
Kubler, Felix
;
Polbin, Andrej
; …
- In:
Economic policy
36
(
2021
)
107
,
pp. 551-589
Persistent link: https://www.econbiz.de/10012694315
Saved in:
5
Detecting edgeworth cycles
Holt, Timothy
;
Igami, Mitsuru
;
Scheidegger, Simon
- In:
The journal of law & economics
67
(
2024
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10014633698
Saved in:
6
Uniformly self-justified equilibria
Kubler, Felix
;
Scheidegger, Simon
- In:
Journal of economic theory
212
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014471790
Saved in:
7
Deep equilibrium nets
Azinović, Marlon
;
Gaegauf, Luca
;
Scheidegger, Simon
- In:
International economic review
63
(
2022
)
4
,
pp. 1471-1525
Persistent link: https://www.econbiz.de/10013464664
Saved in:
8
Collateral requirements and asset prices
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
- In:
International economic review
55
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011347959
Saved in:
9
Computing equilibria in dynamic models with occasionally binding constraints
Brumm, Johannes
;
Grill, Michael
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 141-160
Persistent link: https://www.econbiz.de/10010387851
Saved in:
10
Margin regulation and volatility
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
- In:
Journal of monetary economics
75
(
2015
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011569366
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