CompEcon

CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfinding and optimization solvers, a integrated set of routines for function approximation using polynomial, splines and other functional families, a set of numerical integration routines for general functions and for common probability distributions, general solvers for Ordinary Differential Equations (both initial and boundary value problems), routines for solving discrete and continuous time dynamic programming problems, and a general solver for financial derivatives (bonds, futures, options).


References in zbMATH (referenced in 41 articles )

Showing results 1 to 20 of 41.
Sorted by year (citations)

1 2 3 next

  1. Robert, Marion; Bergez, Jacques-Eric; Thomas, Alban: A stochastic dynamic programming approach to analyze adaptation to climate change -- application to groundwater irrigation in India (2018)
  2. Orlando, Giuseppe; Taglialatela, Giovanni: A review on implied volatility calculation (2017)
  3. Schröder, Nadine; Hruschka, Harald: Investigating the effects of mailing variables and endogeneity on mailing decisions (2016)
  4. Karp, Larry; Rezai, Armon: The political economy of environmental policy with overlapping generations (2014)
  5. Karp, Larry; Zhang, Jiangfeng: Taxes versus quantities for a stock pollutant with endogenous abatement costs and asymmetric information (2012)
  6. Sims, Charles; Finnoff, David: The role of spatial scale in the timing of uncertain environmental policy (2012)
  7. Cafiero, Carlo; Bobenrieth H., Eugenio S. A.; Bobenrieth H., Juan R. A.; Wright, Brian D.: The empirical relevance of the competitive storage model (2011)
  8. Duggan, John; Kalandrakis, Tasos: A Newton collocation method for solving dynamic bargaining games (2011)
  9. Kollmann, Robert; Kim, Jinill; Kim, Sunghyun H.: Solving the multi-country real business cycle model using a perturbation method (2011)
  10. Midrigan, Virgiliu: Menu costs, multiproduct firms, and aggregate fluctuations (2011)
  11. Pichler, Paul: Solving the multi-country real business cycle model using a monomial rule Galerkin method (2011)
  12. Aliaga-Díaz, Roger; Olivero, María Pía: On the firm-level implications of the bank lending channel of monetary policy (2010)
  13. Bond, Craig A.: On the potential use of adaptive control methods for improving adaptive natural resource management (2010)
  14. Caporale, Guglielmo Maria; Cerrato, Mario: Using Chebyshev polynomials to approximate partial differential equations (2010)
  15. Hintermaier, Thomas; Koeniger, Winfried: The method of endogenous gridpoints with occasionally binding constraints among endogenous variables (2010)
  16. Winschel, Viktor; Krätzig, Markus: Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality (2010)
  17. Mitraille, Sébastien; Thille, Henry: Monopoly behaviour with speculative storage (2009)
  18. Reiter, Michael: Solving heterogeneous-agent models by projection and perturbation (2009)
  19. Bobenrieth H., Eugenio S. A.; Bobenrieth H., Juan R. A.; Wright, Brian D.: A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility (2008)
  20. Chen, Jiawei; Esteban, Susanna; Shum, Matthew: Demand and supply estimation biases due to omission of durability (2008)

1 2 3 next