Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (Q3971628): Difference between revisions
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Revision as of 23:31, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models |
scientific article |
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Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (English)
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25 June 1992
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discrete state space solution method
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nonlinear rational expectations models
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numerical quadrature rules
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stochastic intertemporal models
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asset pricing
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numerical integration
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risk premiums
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