Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
Yann Algan; Olivier Allais; Wouter J. Den Haan
| Year of publication: |
2010
|
|---|---|
| Authors: | Algan, Yann ; Allais, Olivier ; Den Haan, Wouter J. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 1, p. 59-68
|
| Subject: | Unvollkommener Markt | Incomplete market | Finanzmathematik | Mathematical finance | Risiko | Risk | Simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003922106