Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
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Publication:3971628
DOI10.2307/2938261zbMath0735.90012MaRDI QIDQ3971628
George Tauchen, Robert M. Hussey
Publication date: 25 June 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2938261
numerical integration; asset pricing; risk premiums; nonlinear rational expectations models; numerical quadrature rules; discrete state space solution method; stochastic intertemporal models
91B24: Microeconomic theory (price theory and economic markets)
91B62: Economic growth models
93E03: Stochastic systems in control theory (general)
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