- Cover image
- Title page
- Table of Contents
- Copyright
- Contributors
- Acknowledgments
- Introduction to the Series
- Introduction for Volume 3 of the Handbook of Computational Economics
- Chapter 1. Learning About Learning in Dynamic Economic Models
- Chapter 2. On the Numerical Solution of Equilibria in Auction Models with Asymmetries within the Private-Values Paradigm
- Chapter 3. Analyzing Fiscal Policies in a Heterogeneous-Agent Overlapping-Generations Economy
- Chapter 4. On Formulating and Solving Portfolio Decision and Asset Pricing Problems
- Chapter 5. Computational Methods for Derivatives with Early Exercise Features
- Chapter 6. Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty
- Chapter 7. Numerical Methods for Large-Scale Dynamic Economic Models
- Abstract
- 1 Introduction
- 2 Literature Review
- 3 The Chapter at a Glance
- 4 Nonproduct Approaches to Representing, Approximating, and Interpolating Functions
- 5 Approximation of Integrals
- 6 Derivative-Free Optimization Methods
- 7 Dynamic Programming Methods for High-Dimensional Problems
- 8 Precomputation Techniques
- 9 Local (Perturbation) Methods
- 10 Parallel Computation
- 11 Numerical Analysis of a High-Dimensional Model
- 12 Numerical Results for the Multicountry Model
- 13 Conclusion
- Acknowledgments
- References
- Chapter 8. Advances in Numerical Dynamic Programming and New Applications
- Abstract
- 1 Introduction
- 2 Theoretical Challenges
- 3 Numerical Methods for Dynamic Programming
- 4 Tools from Numerical Analysis
- 5 Shape-preserving Dynamic Programming
- 6 Parallelization
- 7 Dynamic Portfolio Optimization with Transaction Costs
- 8 Dynamic Stochastic Integration of Climate and Economy
- 9 Conclusions
- Acknowledgments
- References
- Chapter 9. Analysis of Numerical Errors
- Chapter 10. GPU Computing in Economics
- Chapter 11. Computing All Solutions to Polynomial Equations in Economics
- Index
Handbook of Computational Economics
VOLUME 3C
Karl Schmedders
Kenneth L. Judd
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