Asset pricing with dynamic programming (Q2642596): Difference between revisions

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+Do CAPM results hold in a dynamic economy? A numerical analysis
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+Habit formation, catching up with the Joneses, and economic growth
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+Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations
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+Comparing accuracy of second-order approximation and dynamic programming
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+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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+An optimal one-way multigrid algorithm for discrete-time stochastic control
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+Algorithms for solving dynamic models with occasionally binding constraints
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+Accuracy of stochastic perturbation methods: The case of asset pricing models
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+Splines and efficiency in dynamic programming
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+A numerical approach to the infinite horizon problem of deterministic control theory
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+Convergence Analysis for a Class of High-Order Semi-Lagrangian Advection Schemes
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+An adaptive grid scheme for the discrete Hamilton-Jacobi-Bellman equation
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+Using dynamic programming with adaptive grid scheme for optimal control problems in economics
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+Asset pricing with loss aversion
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+Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation
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+Q4369440
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+Asymptotic methods for aggregate growth models
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+Asset Prices in an Exchange Economy
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+Variable resolution discretization in optimal control
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+Solving higher-dimensional continuous-time stochastic control problems by value function regression
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+Q4369442
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+Using Randomization to Break the Curse of Dimensionality
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+Optimal Growth with Intertemporally Dependent Preferences
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+Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models
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+Solving dynamic general equilibrium models using a second-order approximation to the policy function
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+Asset Prices, Booms and Recessions
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+Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
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+SPLINE APPROXIMATIONS TO VALUE FUNCTIONS
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