Narrow search
Showing 1 - 10 of 134
Cover Image
INCOMPLETE-MARKET EQUILIBRIA SOLVED RECURSIVELY ON AN EVENT TREE
Dumas, Bernard; Lyasoff, Andrew - 2008
Persistent link: https://www.econbiz.de/10008176797
Cover Image
INCOMPLETE-MARKET EQUILIBRIA SOLVED RECURSIVELY ON AN EVENT TREE
Dumas, Bernard; Lyasoff, Andrew - 2008
Persistent link: https://www.econbiz.de/10008176798
Cover Image
Incomplete‐Market Equilibria Solved Recursively on an Event Tree
DUMAS, BERNARD; LYASOFF, ANDREW - In: The journal of finance : the journal of the American … 67 (2012) 5, pp. 1897-1942
Persistent link: https://www.econbiz.de/10010020700
Cover Image
Incomplete-Market Equilibria Solved Recursively on an Event Tree
DUMAS, Bernard; LYASOFF, Andrew
We develop a method that allows one to compute incomplete-market equilibria routinely for Markovian equilibria (when they exist). The main difficulty to be overcome arises from the set of state variables. There are, of course, exogenous state variables driving the economy but, in an incomplete...
Persistent link: https://www.econbiz.de/10005534198
Cover Image
Incomplete-Market Equilibria Solved Recursively on an Event Tree
Dumas, Bernard; Lyasoff, Andrew - National Bureau of Economic Research (NBER) - 2008
We develop a method that allows one to compute incomplete-market equilibria routinely for Markovian equilibria (when they exist). The main difficulty to be overcome arises from the set of state variables. There are, of course, exogenous state variables driving the economy but, in an incomplete...
Persistent link: https://www.econbiz.de/10005580794
Cover Image
Incomplete-Market Equilibria Solved Recursively on an Event Tree
DUMAS, BERNARD; LYASOFF, ANDREW - In: Journal of Finance 67 (2012) 5, pp. 1897-1941
Persistent link: https://www.econbiz.de/10010626269
Cover Image
Incomplete-Market Equilibria Solved Recursively on an Event Tree
Dumas, Bernard J; Lyasoff, Andrew - C.E.P.R. Discussion Papers - 2009
We develop a method that allows one to compute incomplete-market equilibria routinely for Markovian equilibria (when they exist). The main difficulty to be overcome arises from the set of state variables. There are, of course, exogenous state variables driving the economy but, in an incomplete...
Persistent link: https://www.econbiz.de/10005124234
Cover Image
Community care of the aged
Dumas, Bernard - 1976
Persistent link: https://www.econbiz.de/10002103083
Cover Image
Sharing rules and equilibrium in a monetary economy
Dumas, Bernard - In: Saving, investment, and capital markets in an …, (pp. 291-311). 1982
Persistent link: https://www.econbiz.de/10002103089
Cover Image
The theorems of international trade under generalized uncertainty
Dumas, Bernard - In: Journal of international economics 10 (1980) 4, pp. 481-498
Persistent link: https://www.econbiz.de/10002103090