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Write test suite for time-varying optimal stopping

Option+Diffusion

#38

· jlperla opened

on Dec 16, 2017

Verify the code and text for the time-varying optimal stopping problem

Option+Diffusion

#37

· jlperla opened

on Dec 16, 2017

Check time-varying $r$

#36

· jlperla opened

on Dec 11, 2017

With operator truncation and constant coefficients, Is the discretization Toeplitz?

#35

· jlperla opened

on Dec 6, 2017

Code and test suite for dynamics of implicit solution

Stochastic Processes

#34

· jlperla opened

on Dec 1, 2017

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Implicit time stepping discretization

Stochastic Processes

#33

· jlperla opened

on Nov 20, 2017

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Update notation in neoclassical_growth, and pretend we don't know the steady-state

Neoclassical Growth+Diffusion

#30

· jlperla opened

on Nov 7, 2017

Try PATH with Julia to solve LCP tests

Option+Diffusion

#27

· jlperla opened

on Oct 17, 2017

Try solving LCP as a MIP?

Option+Diffusion

#26

· jlperla opened

on Oct 12, 2017

·

Try solving nonlinear problem with TomSym

Neoclassical Growth+Diffusion

#25

· jlperla opened

on Sep 28, 2017

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Consider formalization of this trick for solving for the KFE

Stochastic Processes

#21

· jlperla opened

on Sep 21, 2017

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Try different preconditioners for the sparse LLS

Stochastic Processes

#18

· jlperla opened

on Sep 19, 2017

·