Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments

Leland Farmer and Alexis Akira Toda

University of California at San Diego, Economics Working Paper Series from Department of Economics, UC San Diego

Keywords: Social; and; Behavioral; Sciences (search for similar items in EconPapers)
Date: 2017-05-08
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Citations: View citations in EconPapers (34)

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Related works:
Journal Article: Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments (2017)
Working Paper: Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments (2016)
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