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Sim.DiffProc: A Package for Simulation of Diffusion Processes in R
Boukhetala, Kamal; Guidoum, Arsalane - HAL - 2011
The Sim.DiProc package provides a simulation of diffusion processes and the differences methods of simulation of solutions for stochastic differential equations (SDEs) of the Ito's type, in financial and actuarial modeling and other areas of applications, for example the stochastic modeling and...
Persistent link: https://www.econbiz.de/10009328157
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Local Spillovers, Convexity and the Strategic Substitutes Property in Networks
Billand, Pascal; Bravard, Christophe; Sarangi, Sudipta - HAL - 2011
We provide existence results in a game with local spillovers where the payoff function satisfies both convexity and the … which ensures the existence of pairwise equilibrium networks. Moreover, our existence proof allows us to characterize a …
Persistent link: https://www.econbiz.de/10008866171
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Existence of financial equilibria with restricted participation
Aouani, Zaier; Cornet, Bernard - HAL - 2009
general existence result of equilibria for such a financial exchange economy in which portfolios are defined by linear … constraints, extending the framework of linear equality constraints by Balasko et al. (1990) and the existence results in the …
Persistent link: https://www.econbiz.de/10010738451
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Existence of Equilibria with a Tight Marginal Pricing Rule
Bonnisseau, Jean-Marc; Cornet, Bernard - HAL - 2006
This paper deals with the existence of marginal pricing equilibria when it is defined by using a new and tighter normal … difficulties in the existence proof. The result is obtained through an approximation argument under the same assumptions as in the … previous existence results. …
Persistent link: https://www.econbiz.de/10010750782
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An extension of Reny's theorem without quasiconcavity
Bich, Philippe - HAL - 2008
In a recent but well known paper, Reny has proved the existence of Nash equilibria for compact and quasiconcave games … the analysis of equilibrium existence …
Persistent link: https://www.econbiz.de/10010751013
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Price revelation and existence of equilibrium in a private belief economy
Boisdeffre, Lionel De - HAL - 2013
' private information or beliefs. This result suggests that existence problems of standard sequential equilibrium models …
Persistent link: https://www.econbiz.de/10011025840
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Existence of equilibrium in OLG economies with durable goods
Rakotonindrainy, Lalaina - HAL - 2014
to study the mechanism of transfer between generations, and we show that the existence of an equilibrium can be …
Persistent link: https://www.econbiz.de/10011025963
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A price uncertainty principle and the existence of sequential equilibrium : (I) A numerical example
Boisdeffre, Lionel De - HAL - 2010
studies the properties of this set. The third paper proves, in the complete model, that the existence of a sequential …
Persistent link: https://www.econbiz.de/10010549105
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Multiple Solutions in Systems of Functional Differential Equations
D'Albis, Hippolyte; Augeraud-Véron, Emmanuelle; … - HAL - 2013
This paper proposes conditions for the existence and uniqueness of solutions to systems of linear differential or …
Persistent link: https://www.econbiz.de/10010635061
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Existence of equilibrium in OLG economies with increasing returns
Bonnisseau, Jean-Marc; Rakotonindrainy, Lalaina - HAL - 2011
existence of an equilibrium under assumptions, which are at the same level of generality than the ones for the existence in an …
Persistent link: https://www.econbiz.de/10010635149