Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations

Lilia Maliar and Serguei Maliar

Economics Letters, 2005, vol. 87, issue 1, 135-140

Date: 2005
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Software Item: Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations" (2005)
Working Paper: SOLVING NONLINEAR DYNAMIC STOCHASTIC MODELS: AN ALGORITHM COMPUTING VALUE FUNCTIONS BY SIMULATIONS (2004)
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