Envelope condition method with an application to default risk models (Q1655746): Difference between revisions

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Revision as of 06:50, 16 July 2024

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Envelope condition method with an application to default risk models
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    Envelope condition method with an application to default risk models (English)
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    9 August 2018
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    dynamic programming
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    Bellman equation
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    endogenous grid
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    curse of dimensionality
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    large scale
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    default risk
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