Using Chebyshev Polynomials to Approximate Partial Differential Equations: A Reply
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Volume (Year): 39 (2012)
Issue (Month): 1 (January)
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- Dangl, Thomas & Wirl, Franz, 2004. "Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically," Journal of Economic Dynamics and Control, Elsevier, vol. 28(7), pages 1437-1460, April.
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2102-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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