Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (Q3971628)
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scientific article; zbMATH DE number 9443
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| English | Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models |
scientific article; zbMATH DE number 9443 |
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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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0.7899171710014343
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0.751962423324585
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0.7405913472175598
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0.7388930320739746
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0.7327778339385986
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