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~isPartOf:"Computational economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Unvollkommene Information"
~subject:"Unvollkommener Markt"
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Unvollkommene Information
Unvollkommener Markt
Incomplete market
39
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9
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9
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Kubler, Felix
3
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1
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1
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1
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Computational economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
NBER working paper series
137
Working paper / National Bureau of Economic Research, Inc.
123
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101
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99
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95
Economic theory : official journal of the Society for the Advancement of Economic Theory
87
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ECONIS (ZBW)
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1
ORPIT : a matlab toolbox for option replication and portfolio insurance in incomplete markets
Katsikis, Vasilios N.
;
Mourtas, Spyridon D.
- In:
Computational economics
56
(
2020
)
4
,
pp. 711-721
Persistent link: https://www.econbiz.de/10012390445
Saved in:
2
Optimal grid selection for the numerical solution of dynamic stochastic optimization problems
Chipeniuk, Karsten O.
- In:
Computational economics
56
(
2020
)
4
,
pp. 883-928
Persistent link: https://www.econbiz.de/10012390486
Saved in:
3
Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean
Arratia, Argimiro
;
Gzyl, Henryk
- In:
Computational economics
56
(
2020
)
4
,
pp. 929-952
Persistent link: https://www.econbiz.de/10012390498
Saved in:
4
A new characterization of equilibrium in a multi-period finance economy : a computational viewpoint
Won, Dongchul
- In:
Computational economics
53
(
2019
)
1
,
pp. 367-396
Persistent link: https://www.econbiz.de/10012134686
Saved in:
5
Recursive equilibria in dynamic economies with stochastic production
Brumm, Johannes
;
Kryczka, Dominika
;
Kubler, Felix
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1467-1499
Persistent link: https://www.econbiz.de/10011791590
Saved in:
6
Solving the incomplete markets model in parallel using GPU computing and the Krusell-Smith algorithm
Hatcher, Michael C.
;
Scheffel, Eric M.
- In:
Computational economics
48
(
2016
)
4
,
pp. 569-591
Persistent link: https://www.econbiz.de/10011712542
Saved in:
7
An empirical equilibrium model of a decentralized asset market
Gavazza, Alessandro
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
5
,
pp. 1755-1798
Persistent link: https://www.econbiz.de/10011741991
Saved in:
8
Farms, families, and markets : new evidence on completeness of markets in agricultural settings
LaFave, Daniel
;
Thomas, Duncan
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
5
,
pp. 1917-1960
Persistent link: https://www.econbiz.de/10011741996
Saved in:
9
The Krusell-Smith algorithm : are self-fulfilling equilibria likely?
Cozzi, Marco
- In:
Computational economics
46
(
2015
)
4
,
pp. 653-670
Persistent link: https://www.econbiz.de/10011478896
Saved in:
10
Investment and competitive matching
Nöldeke, Georg
;
Samuelson, Larry
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 835-896
Persistent link: https://www.econbiz.de/10011378543
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