Differentiation and Integration

Burkhard Heer and Alfred Maußner ()
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Alfred Maußner: University of Augsburg

Chapter Chapter 14 in Dynamic General Equilibrium Modeling, 2024, pp 791-809 from Springer

Abstract: Abstract Numerical derivatives and integrals are basic components of virtually every algorithm discussed in this book. The first part of this chapter presents the standard methods used to numerically approximate first-order and second-order partial derivatives from finite differences. The second part covers numerical integration, with a special emphasis on the approximation of expectations.

Date: 2024
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DOI: 10.1007/978-3-031-51681-8_14

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