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 49 articles )

Showing results 1 to 20 of 49.
Sorted by year (citations)

1 2 3 next

  1. Chen, Xin; Hu, Zhen-Yu; Zhang, Yu-Han: Dynamic pricing with stochastic reference price effect (2019)
  2. Huang, Qiuqiong; Rozelle, Scott D.; Howitt, Richard E.; Wilen, James E.: Optimal allocation of groundwater resources: managing water quantity and quality (2019)
  3. González Sánchez, David; Peñuñuri, Francisco; Díaz Infante, Saúl: From the dynamic programming algorithm to Markov decision processes (2018)
  4. 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)
  5. Orlando, Giuseppe; Taglialatela, Giovanni: A review on implied volatility calculation (2017)
  6. Leith, Campbell; Liu, Ding: The inflation bias under Calvo and Rotemberg pricing (2016)
  7. Schröder, Nadine; Hruschka, Harald: Investigating the effects of mailing variables and endogeneity on mailing decisions (2016)
  8. Burgert, Matthias; Schmidt, Sebastian: Dealing with a liquidity trap when government debt matters: optimal time-consistent monetary and fiscal policy (2014)
  9. Karp, Larry; Rezai, Armon: The political economy of environmental policy with overlapping generations (2014)
  10. Liu, Mengqi; Bi, Wenjie; Chen, Xiaohong; Li, Guo: Dynamic pricing of fashion-like multiproducts with customers’ reference effect and limited memory (2014)
  11. Ngo, Phuong V.: Optimal discretionary monetary policy in a micro-founded model with a zero lower bound on nominal interest rate (2014)
  12. Ren, Bijie; Polasky, Stephen: The optimal management of renewable resources under the risk of potential regime shift (2014)
  13. Karp, Larry; Zhang, Jiangfeng: Taxes versus quantities for a stock pollutant with endogenous abatement costs and asymmetric information (2012)
  14. Sims, Charles; Finnoff, David: The role of spatial scale in the timing of uncertain environmental policy (2012)
  15. Cafiero, Carlo; Bobenrieth H., Eugenio S. A.; Bobenrieth H., Juan R. A.; Wright, Brian D.: The empirical relevance of the competitive storage model (2011)
  16. Duggan, John; Kalandrakis, Tasos: A Newton collocation method for solving dynamic bargaining games (2011)
  17. Kollmann, Robert; Kim, Jinill; Kim, Sunghyun H.: Solving the multi-country real business cycle model using a perturbation method (2011)
  18. Midrigan, Virgiliu: Menu costs, multiproduct firms, and aggregate fluctuations (2011)
  19. Pichler, Paul: Solving the multi-country real business cycle model using a monomial rule Galerkin method (2011)
  20. Aliaga-Díaz, Roger; Olivero, María Pía: On the firm-level implications of the bank lending channel of monetary policy (2010)

1 2 3 next