Envelope condition method with an application to default risk models
type: Item
instance of: scholarly article
title: Envelope condition method with an application to default risk models
zbMATH Open document ID: 1401.91092
author: Cristina Arellano
author: L. Maliar
author: S. Maliar
author: Viktor Tsyrennikov
publication date: 2018-08-09T00:00:00Z
full work available at URL: paper 1239.pdf
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 35Q90
zbMATH DE Number: 6915675
zbMATH Keywords: dynamic programming
zbMATH Keywords: Bellman equation
zbMATH Keywords: endogenous grid
zbMATH Keywords: curse of dimensionality
zbMATH Keywords: large scale
zbMATH Keywords: default risk
MaRDI profile type: Publication
OpenAlex ID: W3124280898
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DOI: 10.1016/J.JEDC.2016.05.016
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6915675