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Contents
Common terms and phrasesagents algorithm apply approach asset assume asymptotic basic Bellman equation capital stock chapter Chebyshev polynomials choice choose coefficients collocation compute concave condition number constraints construct consumption convergence defined derivatives deterministic differential equation discrete-time discussed dynamic programming economic equidistributed sequences equilibrium error Euler equation evaluate example expansion Figure fixed-point iteration formula function iteration Gauss-Jacobi Gauss-Seidel Gauss-Seidel method Gaussian global go to step gradient Hessian homotopy ideas implies initial guess integral interpolation iterative scheme Jacobian least squares matrix Monte Carlo methods multidimensional Newton's method nodes nonlinear equation numerical analysis optimization problem orthogonal orthogonal polynomial parameterized parameters perturbation methods points policy function procedure produce projection methods quadratic quadrature quasi-Monte Carlo quasi-Monte Carlo methods sample sequence simple solution solve sparse matrix spline steady stochastic Suppose Table Taylor series tensor theorem theory tion utility function value function iteration vector xk+l zero References to this bookFrom Google ScholarValuing American Options by Simulation: A Simple Least-Squares ...Francis A Longstaff, Eduardo S Schwartz - 2001 - Review of Financial Studies Consumption over the Life CyclePierre-Olivier Gourinchas, Jonathan A Parker - 2002 - Econometrica An Empirical Investigation of Asset Pricing with Temporally ...John Heaton - 1995 - Econometrica: Journal of the Econometric Society Contagion as a Wealth EffectAlbert S Kyle, Wei Xiong - 2001 - Journal of Finance References from web pagesNumerical Methods in Economics Journal of Economic Dynamics and Control : Numerical Methods in ... Numerical methods in economics . By KENNETH L. JUDD. Cambridge, MA ... Applied Numerical Methods in Economics Numerical Methods in Economics JSTOR: Numerical Methods in Economics IAP Lecture: Numerical Methods in Economics Numerical Methods in Economics Numerical Methods in Economics - Publications - Library Catalog ... Syllabus Numerical Methods Bibliographic information
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