Monte Carlo simulation of macroeconomic risk with a continuum of agents : the symmetric case
Peter J. Hammond and Yeneng Sun
| Year of publication: |
2003
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|---|---|
| Authors: | Hammond, Peter J. ; Sun, Yeneng |
| Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 21.2003, 2/3, p. 743-766
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| Subject: | Risiko | Risk | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001732966