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Extrinsic and intrisic uncertainty in a world with incomplete asset markets and asset retrading : a three period example

Burnell, Stephen J. - 1990

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000920659

Interbank risk assessment : a simulation approach

Jager, Maximilian; Siemsen, Thomas; Vilsmeier, Johannes - 2020

We introduce a novel simulation-based network approach, which provides full-edged distributions of potential interbank … that time in general resilient to the default of large banks, i.e. did not exhibit substantial contagion risk. Even though …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012201789

Tenure choice : fundamentals and a simulation

Furtado, Bernardo Alves; Souza, João Gabriel de Moraes - 2020

a numerical simulation that takes the parameter space of renting versus purchasing homes to probabilistic estimate which … simulation suggests that the amortization scheme known as SAC for the mortgage system is a better choice in nearly two-thirds of …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012233003

Caratheodory-type selections and random fixed point theorems

Kim, Taesung; Prikry, Karel; C. Yaennelis, Nicholas - 1985

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003528253

Methoden der angewandten Wirtschaftsforschung : eine Einführung in die numerische Gleichgewichtsanalyse

Böhringer, Christoph - 2003

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013428563

Option pricing with discrete rebalancing

Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - 1999

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001430979

Imperfect capital markets and econopmic fluctuations : a review of recent theoretical developments

Hansen, Eric - 1992

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000914067

Convergence of discrete time option pricing models under stochastic interest rates

Lesne, J. P.; Prigent, J. L.; Scaillet, O. - 1998

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001363446

Labor market institutions, wages and investment

Pischke, Jörn-Steffen (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://ebvufind01.dmz1.zbw.eu/10002229930

Make-up strategies with incomplete markets and bounded rationality

Dobrew, Michael; Gerke, Rafael; Giesen, Sebastian; … - 2023

We study the impact of market incompleteness and bounded rationality on the effectiveness of make-up strategies. To do so, we simulate a heterogeneous-agent New Keynesian (HANK) model with reflective expectations and an occasionally-binding effective lower bound (ELB) on the policy rate. Our...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013493615