Complete Job Search IV lecture: Add utility function and fitted VFI implementation

Updated mccall_fitted_vfi.md to implement the continuous wage offer model with CRRA utility.

Key changes:
- Added CRRA utility function u(c, γ) = (c^(1-γ) - 1)/(1-γ) to mathematical formulation
- Updated Model class to include ρ, ν, and γ parameters
- Implemented Monte Carlo integration for computing conditional expectations (Pv_u)(w)
- Updated Bellman operator T() to use u(w, γ) and u(c, γ)
- Added get_greedy() function for computing optimal policy
- Fixed all model unpacking throughout code
- Implemented compute_expectation() using w' = w^ρ * exp(ν * z) with standard normal draws
- Added Exercise 3: Exploring reservation wage as function of risk aversion γ
- Reformatted text: each sentence on separate line for better version control

Mathematical consistency:
- Code now matches theory where wages and unemployment compensation enter through utility function
- Monte Carlo approximation: (Pv_u)(w) ≈ (1/N) Σ v_u(w^ρ exp(ν z_i))
- Proper JAX implementation with interpolation for fitted value function iteration

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <[email protected]>

Author: jstac

lectures/mccall_fitted_vfi.md

@@ -135,6 +135,47 @@ where $\psi$ is the standard normal density.
 Here we are thinking of $v_u$ as a function on all of $\RR_+$.
 
 
+### Fitting
+
+In the {doc}`discrete case <mccall_model_with_sep_markov>`, we ended up iterating on the Bellman operator
+
+$$
+    (Tv_u)(w) =
+    \max
+    \left\{
+        \frac{1}{1-\beta(1-\alpha)} \cdot
+        \left(
+            u(w) + \alpha\beta (Pv_u)(w)
+        \right),
+        u(c) + \beta(Pv_u)(w)
+    \right\}
+$$
+
+where
+
+$$
+    (P v_u)(w) := \sum_{w'} v_u(w') P(w, w')
+$$
+
+Here we iterate on the same law after changing the definition of the $P$ operator to
+
+$$
+    (P v_u)(w) := \int v_u(w') p(w, w') d w'
+$$
+
+where $p(w, \cdot)$ is the conditional density of $w'$ given $w$.
+
+We can write this more explicitly as
+
+$$
+    (P v_u)(w) := \int v_u( w^\rho  \exp(\nu z) ) \psi(z) dz,
+$$
+
+where $\psi$ is the standard normal density.
+
+Here we are thinking of $v_u$ as a function on all of $\RR_+$.
+
+
 ### Fitting
 
 In theory, we should now proceed as follows: