Asset pricing with dynamic programming
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Publication:2642596
DOI10.1007/s10614-006-9063-1zbMath1161.91447OpenAlexW2000094428MaRDI QIDQ2642596
Publication date: 17 August 2007
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://epub.uni-bayreuth.de/5550/1/gruene_et_al_asset_pricing_comp_econ_2007.pdf
Stochastic programming (90C15) Stochastic models in economics (91B70) Dynamic programming (90C39) Economic growth models (91B62)
Related Items
Asset pricing with loss aversion, Computational aspects of prospect theory with asset pricing applications, Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
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