On the numerical solution of Mertonian control problems a survey of the markov chain approximation method for the working economist

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Veröffentlicht in:Computational economics
1. Verfasser: Ellersgaard, Simon (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
Schlagworte:
Finite difference approximation > HJB equation > Merton problem > Aufsatz in Zeitschrift
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