Envelope condition method with an application to default risk models (Q1655746): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jedc.2016.05.016 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JEDC.2016.05.016 / rank | |||
Normal rank | |||
Latest revision as of 01:15, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Envelope condition method with an application to default risk models |
scientific article |
Statements
Envelope condition method with an application to default risk models (English)
0 references
9 August 2018
0 references
dynamic programming
0 references
Bellman equation
0 references
endogenous grid
0 references
curse of dimensionality
0 references
large scale
0 references
default risk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
