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Krylov methods for solving models with forward-looking variables

, and . Journal of Economic Dynamics and Control, 22 (8-9): 1275--1289 (August 1998)

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Solving finite difference schemes arising in trivariate option pricing, , and . Journal of Economic Dynamics and Control, 26 (9-10): 1499--1515 (August 2002)Parallel Monte Carlo Methods for Derivative Security Pricing.. NAA, volume 1988 of Lecture Notes in Computer Science, page 650-657. Springer, (2000)Krylov methods for solving models with forward-looking variables, and . Journal of Economic Dynamics and Control, 22 (8-9): 1275--1289 (August 1998)Econometric Model Simulation On Parallel Computers., and . Int. J. High Perform. Comput. Appl., 7 (3): 254-264 (1993)Sparse direct methods for model simulation, and . Journal of Economic Dynamics and Control, 21 (6): 1093--1111 (Jun 1, 1997)Modeling and Control of Economic Systems 2001, and . chapter Preconditioning in Economic Stochastic Growth Models, page 349--353. Elsevier Science Ltd, Oxford, (2003)Design Thinking and Participation: Lessons Learned from Three Case Studies., , , and . ePart, volume 6847 of Lecture Notes in Computer Science, page 133-144. Springer, (2011)