Discretizing nonlinear, non-Gaussian Markov processes with exact conditional moments
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Publication:4586259
DOI10.3982/QE737zbMath1396.91217OpenAlexW2625532330MaRDI QIDQ4586259
Leland E. Farmer, Alexis Akira Toda
Publication date: 12 September 2018
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe737
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