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Minimal entropy martingale measures of jump type price processes in incomplete assets markets
Miyahara, Yoshio - In: Asia-Pacific financial markets 6 (1999) 2, pp. 97-113
Persistent link: https://www.econbiz.de/10001449305
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Open models of share markets with two dominant types of participants
Aoki, Masanao - In: Journal of economic behavior & organization : JEBO 49 (2002) 2, pp. 199-216
Persistent link: https://www.econbiz.de/10001702985
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Simple model of asymmetrical business cycles : interactive dynamics of a large number of agents with discrete choices
Aoki, Masanao - In: Macroeconomic dynamics 2 (1998) 4, pp. 427-442
Persistent link: https://www.econbiz.de/10001617665
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On dynamic re-specifications of Kiyotaki-Wright model
Aoki, Masanao - In: Economics with heterogeneous interacting agents, (pp. 109-120). 2001
Persistent link: https://www.econbiz.de/10001606999
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A simple model of volatility fluctuations in asset markets
Aoki, Masanao - In: Empirical science of financial fluctuations : the …, (pp. [180]-185). 2002
Persistent link: https://www.econbiz.de/10001679483
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A new look at the diamond search model : stochastic cycles and equilibrium selection in search equilibrium
Aoki, Masanao; Shirai, Yoshimasa - In: Macroeconomic dynamics 4 (2000) 4, pp. 487-505
Persistent link: https://www.econbiz.de/10001548626