azev77/Solve_Generic_HJB_KFE azev77/Solve_Generic_HJB_KFE

  • Stars
    star
    4
  • Rank 3,304,323 (Top 66 %)
  • Language
    Julia
  • License
    MIT License
  • Created over 3 years ago
  • Updated over 2 years ago
Twitter logo Share LinkedIn logo Share Facebook logo Share
azev77/Solve_Generic_HJB_KFE
github

azev77

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

Julia code to solve generic HJBs & KFEs

More Repositories

1

Compare-DiD-Estimators

Stata
25
star
2

4Quadrants

4 Quadrants of Dynamic Optimization
Julia
4
star
3

Viscosity-Solutions-to-HJB-Equations

1
star
4

WrappedR.jl

Wrap some of my favorite R packages in Julia
Julia
1
star
5

LSMC-Option-Pricing-in-Julia

This repo focuses on LSMC option pricing in Julia
Julia
1
star
6

MankiwRomerWeil_Replication_Stat521_Spring2011

R Code to replicate Mankiw, Romer, and Weil (A Contribution to the Empirics of Economic Growth, 1992)
TeX
1
star