Correction to: Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids

Peter Schober (), Julian Valentin () and Dirk Pflüger ()
Additional contact information
Peter Schober: Goethe University Frankfurt
Julian Valentin: University of Stuttgart
Dirk Pflüger: University of Stuttgart

Computational Economics, 2022, vol. 59, issue 1, No 11, 225-225

Abstract: The original publication has been updated. In the original publication of this article, under the Introduction heading section, the corrections to the second paragraph’s inline equation were not incorporated. The author’s additional corrections have also been incorporated. The publisher apologizes for the error made during production.

Date: 2022
References: Add references at CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10614-021-10105-w Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-021-10105-w

Ordering information: This journal article can be ordered from
http://www.springer. ... ry/journal/10614/PS2

DOI: 10.1007/s10614-021-10105-w

Access Statistics for this article

Computational Economics is currently edited by Hans Amman

More articles in Computational Economics from Springer, Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().