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Numerical methods for stochastic control problems in continuous time
Kushner, Harold J.; Dupuis, Paul - 2001 - Second edition
Persistent link: https://www.econbiz.de/10001498718
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Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard; Bruti-Liberati, Nicola - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10003934874
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Stochastic finance : a numeraire approach
Večeř, Jan - 2011
Persistent link: https://www.econbiz.de/10008810532
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Simulation and inference for stochastic differential equations : with R examples
Iacus, Stefano M. - 2008
Persistent link: https://www.econbiz.de/10003566199
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Dynamic economics : quantitative methods and applications
Adda, Jérôme; Cooper, Russell W. - 2003
Persistent link: https://www.econbiz.de/10013481503
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Economic dynamics and general equilibrium : time and uncertainty
Borglin, Anders - 2004
Persistent link: https://www.econbiz.de/10001734207
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Dynamic general equilibrium modeling : computational methods and applications
Heer, Burkhard; Maußner, Alfred - 2009 - Second edition, corr. 2nd printing
Persistent link: https://www.econbiz.de/10003870027
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Dynamic general equilibrium modeling : computational methods and applications
Heer, Burkhard; Maußner, Alfred - 2009 - Second edition
Persistent link: https://www.econbiz.de/10003752831
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Dynamic general equilibrium modelling : computational methods and applications; with 24 tables
Heer, Burkhard; Maußner, Alfred - 2005 - 1. Aufl.
Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing the dynamics of general equilibrium models. In part I, the representative-agent stochastic...
Persistent link: https://www.econbiz.de/10014008932
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Dynamic General Equilibrium Modelling : Computational Methods and Applications
Heer, Burkhard (contributor); Maußner, Alfred (contributor) - 2005
Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing the dynamics of general equilibrium models. In part I, the representative-agent stochastic...
Persistent link: https://www.econbiz.de/10013520481