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Search: subject:"Kolmogorov forward equation"
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Kolmogorov forward equation
12
Social welfare function
3
Theorie
3
Theory
3
Wealth distribution
3
consistency
3
first-passage-time model
3
probability of default
3
Correlation
2
Credit risk
2
Insolvency
2
Insolvenz
2
Korrelation
2
Kreditrisiko
2
Mean field control
2
Option pricing theory
2
Optionspreistheorie
2
Risikomanagement
2
Risk management
2
Soziale Wohlfahrtsfunktion
2
Vermögensverteilung
2
calculus of variations
2
credit risk management
2
default correlation
2
distance-to-default
2
dynamic programming
2
heterogeneous agents
2
Agent-based modeling
1
Agentenbasierte Modellierung
1
Börsenkurs
1
Continuous-time Markov Chain
1
Control óptimo
1
Credit rating
1
Current Population Survey
1
Default correlation
1
Derivat
1
Derivative
1
Distribución de la riqueza
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EM-algorithm
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Ecuación de Kolmogorov
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Free
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English
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Nuño, Galo
4
Li, Weiping
3
Moll, Benjamin
3
Christiansen, Marcus C.
1
Krehbiel, Timothy L.
1
Lux, Thomas
1
Nuño Barrau, Galo
1
Parodi, Bernhard R.
1
Stijepic, Damir
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Sushko, Stepan S.
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Christian-Albrechts-Universität zu Kiel
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European Central Bank
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Review of economic dynamics
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ECONIS (ZBW)
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EconStor
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11
Social optima in economies with heterogeneous agents
Nuño, Galo
;
Moll, Benjamin
- In:
Review of economic dynamics
28
(
2018
),
pp. 150-180
Persistent link: https://www.econbiz.de/10012041464
Saved in:
12
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
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