Envelope condition method with an application to default risk models (Q1655746)
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scientific article; zbMATH DE number 6915675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Envelope condition method with an application to default risk models |
scientific article; zbMATH DE number 6915675 |
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Envelope condition method with an application to default risk models (English)
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9 August 2018
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dynamic programming
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Bellman equation
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endogenous grid
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curse of dimensionality
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large scale
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default risk
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