Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

George Tauchen; Robert Hussey

doi:10.2307/2938261

journal article Mar 01, 1991

Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

George Tauchen Robert Hussey

Econometrica Vol. 59 No. 2 pp. 371 · JSTOR

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Published: Mar 01, 1991
Vol/Issue: 59(2)
Pages: 371

Authors

Cite This Article

George Tauchen, Robert Hussey (1991). Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models. Econometrica, 59(2), 371. https://doi.org/10.2307/2938261

Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

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