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~isPartOf:"Computational economics"
~subject:"Default"
~subject:"Incomplete market"
~subject:"Unvollkommene Information"
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Incomplete market
Unvollkommene Information
Unvollkommener Markt
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Computational economics
NBER working paper series
137
Working paper / National Bureau of Economic Research, Inc.
122
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101
Journal of mathematical economics
99
Discussion paper / Centre for Economic Policy Research
95
Economic theory : official journal of the Society for the Advancement of Economic Theory
87
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81
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75
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65
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56
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28
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25
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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
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:
6
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:
7
A constructive proof of the existence of collateral equilibrium for a two-period exchange economy based on a smooth interior-point path
Ma, Wei
- In:
Computational economics
45
(
2015
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010511348
Saved in:
8
Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan
;
Yang, Zhaojun
- In:
Computational economics
44
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
Saved in:
9
Computing equilibrium wealth distributions in models with heterogeneous-agents, incomplete markets and idiosyncratic risk
Badshah, Muffasir
;
Beaumont, Paul Michael
;
Srivastava, Anuj
- In:
Computational economics
41
(
2013
)
2
,
pp. 171-193
Persistent link: https://www.econbiz.de/10009710578
Saved in:
10
Homoclinic and heteroclinic bifurcations in an overlapping generations model with credit market imperfection
Agliari, Anna
;
Vachadze, George
- In:
Computational economics
38
(
2011
)
3
,
pp. 241-260
Persistent link: https://www.econbiz.de/10009357318
Saved in:
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