Search Results - subject:"Analytic functions"

Symmetric Markovian games of commons with potentially sustainable endogenous growth

Hakobyan, Zaruhi; Koulovatianos, Christos - 2019

, then the Markovian strategies are analytic functions, too. This analyticity property facilitates the numerical computation …

Persistent link: https://www.econbiz.de/10012149254

Symmetric Markovian games of commons with potentially sustainable endogenous growth

Hakobyan, Zaruhi; Koulovatianos, Christos - 2019

, then the Markovian strategies are analytic functions, too. This analyticity property facilitates the numerical computation …

Persistent link: https://www.econbiz.de/10012145397

Providing the optimal method for sport places site selection based on GIS analytic functions

Salimi, Mehdi; Khodaparst, Mahboubeh - In: Journal of Facilities Management 19 (2021) 3, pp. 339-357

-making methods, the focus is on analytic functions in geographic information systems (GIS). Design/methodology/approach Researchers …

Persistent link: https://www.econbiz.de/10014867731

Symmetric Markovian games of commons with potentially sustainable endogenous growth

Hakobyan, Zaruhi; Koulovatianos, Christos - In: Dynamic games and applications : DGA 11 (2021) 1, pp. 54-83

Persistent link: https://www.econbiz.de/10012487902

Market completion with derivative securities

Schwarz, Daniel C. - In: Finance and stochastics 21 (2017) 1, pp. 263-284

Persistent link: https://www.econbiz.de/10011944367

Existence of an endogenously complete equilibrium driven by a diffusion

Kramkov, Dmitry - In: Finance and Stochastics 19 (2015) 1, pp. 1-22

<Para ID="Par1">The existence of complete Radner equilibria is established in an economy whose parameters are driven by a diffusion process. Our results complement those in the literature. In particular, we work under essentially minimal regularity conditions and treat the time-inhomogeneous case. Copyright...</para>

Persistent link: https://www.econbiz.de/10011151671

Existence of an endogenously complete equilibrium driven by a diffusion

Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011416985

Solving generalized multivariate linear rational expectations models

Tan, Fei; Walker, Todd B. - In: Journal of economic dynamics & control 60 (2015), pp. 95-111

Persistent link: https://www.econbiz.de/10011575077

Integral representation of martingales motivated by the problem of endogenous completeness in financial economics

Kramkov, Dmitry; Predoiu, Silviu - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 81-100

analytic functions with respect to t. We provide a counter-example showing that this t-analyticity assumption for σ cannot be …

Persistent link: https://www.econbiz.de/10011065054

Vector valued logarithmic residues and the extraction of elementary factors

Bart, H.; Ehrhardt, T.; Silbermann, B. - Erasmus University Rotterdam, Econometric Institute - 2007

plain function is clearly modelled after the situation for scalar analytic functions. Here are some remarks in connection … exist an elementary polynomial P and analytic functions G,H : ∆ → B, taking invertible values on all of ∆, such that F … plain functions as those that are the product of analytic functions possessing a simply meromorphic resolvent. Proof. In the …

Persistent link: https://www.econbiz.de/10005450842