Multigrid Techniques in Economics
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DOI: 10.1287/opre.1100.0834
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References listed on IDEAS
- Basak, Suleyman & Cuoco, Domenico, 1998. "An Equilibrium Model with Restricted Stock Market Participation," The Review of Financial Studies, Society for Financial Studies, vol. 11(2), pages 309-341.
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Cited by:
- Kenneth Judd & Garrett van Ryzin, 2010. "Preface to the Special Issue on Computational Economics," Operations Research, INFORMS, vol. 58(4-part-2), pages 1035-1036, August.
- Mike Giles & Lukasz Szpruch, 2012. "Multilevel Monte Carlo methods for applications in finance," Papers 1212.1377, arXiv.org.
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Keywords
computational economics; dynamic programming; multigrid;All these keywords.
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