Envelope condition method with an application to default risk models (Q1655746)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6915675
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Envelope condition method with an application to default risk models |
scientific article; zbMATH DE number 6915675 |
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
0.8878718018531799
0 references
0.7578054070472717
0 references
0.7277887463569641
0 references
0.7241194844245911
0 references
