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

Journal Article (Academic Article)

Full Text

Duke Authors

Cited Authors

  • Tauchen, G; Hussey, R

Published Date

  • March 1, 1991

Published In

  • Econometrica

Volume / Issue

  • 59 / 2

Start / End Page

  • 371 - 396