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Characterizing core stability with fuzzy games
Shellshear, Evan - 2009
This paper investigates core stability of cooperative, TU games via a fuzzy extension of the totally balanced cover of … a TU game. The stability of the core of the fuzzy extension of a game, the concave extension, is shown to reflect the … core stability of the original game and vice versa. Stability of the core is then shown to be equivalent to the existence …
Persistent link: https://www.econbiz.de/10009452563
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On Sequential Calibration for an Asset Price Model with Piecewise Lévy Processes
Kawai, Reiichiro - 2010
We propose simple sequential calibration for an asset price model driven by piecewise Lévy processes, for which simulation methods and Greeks formulas are available. The proposed methods are easy to implement and consist of fitting a sequence of Lévy processes to a return series such that they...
Persistent link: https://www.econbiz.de/10009474908
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The Spanish Survey of Household Finances (EFF): description and methods of the 2017 wave
Barceló Varona, Cristina; Crespo Azofra, Laura; … - 2020
computation of weights and the imputation procedures. Important characteristics also present in this wave are the oversampling of …
Persistent link: https://www.econbiz.de/10012525450
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The Spanish Survey of Household Finances (EFF) : description and methods of the 2008 wave
Bover Hidiroglu, Olympia - 2011
Este documento describe los métodos de la tercera ola de la Encuesta Financiera de las Familias (EFF2008), prestando atención especial a los cambios introducidos respecto a las olas anteriores. La EFF2008 fue diseñada para dar continuidad a la información sobre finanzas de los hogares...
Persistent link: https://www.econbiz.de/10012529499
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The Spanish Survey of Household Finances (EFF) : description and methods of the 2005 wave
Bover Hidiroglu, Olympia - 2008
We study the link between culturally inherited household structure and wealth distribution in international comparisons using household data for the US and Spain (the SCF and the EFF). We estimate counterfactual US distributions relying on the Spanish household structure. Our results show that...
Persistent link: https://www.econbiz.de/10012529528
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The Spanish survey of household finances (EFF) : description and methods of the 2011 wave
Bover Hidiroglu, Olympia; Coronado Parras, Enrique; … - 2014
Incluye referencias bibliográficas ; Este documento describe los métodos de la cuarta ola de la Encuesta Financiera de las Familias (EFF2011), prestando atención especial a los cambios introducidos respecto a las olas anteriores. La EFF2011 fue diseñada para dar continuidad a la información...
Persistent link: https://www.econbiz.de/10012529551
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The Spanish Survey of Household Finances (EFF): description and methods of the 2020 wave
Alvargonzález Muñoz, María del Pilar; Asensio, Marina; …
questionnaire, the data collection process, the validation of the data, the computation of weights and the imputation procedures. In …
Persistent link: https://www.econbiz.de/10014479251
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The Spanish survey of household finances (EFF) : description and methods of the 2014 wave
Bover Hidiroglu, Olympia; Crespo Azofra, Laura; Gento … - 2018
, the computation of weights and the imputation procedures. Important characteristics also present in this wave are the …
Persistent link: https://www.econbiz.de/10012529617
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The Survey of Financial Competences (ECF) : description and methods of the 2016 wave
Bover Hidiroglu, Olympia; Hospido Quintana, Laura; … - 2019
process, the validation of the data, the computation of weights, and the imputation procedure …
Persistent link: https://www.econbiz.de/10012532155
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The Shapley Value of Phylogenetic Trees
Haake, Claus-Jochen; Kashiwada, Akemi; Su, Francis Edward - 2005
leaves are species and this assignment captures the diversity present in the coalition of species considered. We consider the … cooperative games. We also include a brief discussion of the core of tree games. …
Persistent link: https://www.econbiz.de/10009452497