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Behavioral equilibrium and evolutionary dynamics in asset markets
Evstigneev, Igor V.; Hens, Thorsten; Potapova, Valeriya; … - 2020
This paper analyzes a dynamic stochastic equilibrium model of an asset market based on behavioral and evolutionary principles. The core of the model is a non-traditional game-theoretic framework combining elements of stochastic dynamic games and evolutionary game theory. Its key characteristic...
Persistent link: https://www.econbiz.de/10012219095
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Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppé, Klaus Reiner - In: Journal of macroeconomics 27 (2005) 2, pp. 275-288
Persistent link: https://www.econbiz.de/10002935984
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Bounds on sample paths of stochastic nonlinear systems : a Lyapunov function approach
Schenk-Hoppé, Klaus Reiner - 1998
Persistent link: https://www.econbiz.de/10001352176
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Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppé, Klaus Reiner (contributor) - 2002
Persistent link: https://www.econbiz.de/10001705850
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The von Neumann-Gale growth model and its stochastic generalization
Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - 2006
Persistent link: https://www.econbiz.de/10003372674
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Stochastic volatility : risk minimization and model risk
Ewald, Christian-Oliver (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003549908
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Closed-form solutions for European and digital calls in the Hull and White stochastic volatility model and their relation to locally R-minimizing and Delta hedges
Ewald, Christian-Oliver (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003549952
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Random fixed points in a stochastic Solow growth model
Schenk-Hoppé, Klaus Reiner; Schmalfuß, Björn - In: Journal of mathematical economics 36 (2001) 1, pp. 19-30
Persistent link: https://www.econbiz.de/10001597757
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Exponential growth of fixed-mix strategies in stationary asset markets
Dempster, Michal A. H.; Evstigneev, Igor V.; … - In: Finance and stochastics 7 (2003) 2, pp. 263-276
Persistent link: https://www.econbiz.de/10001762762
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Economic growth and business cycles : a critical comment on detrending time series
Schenk-Hoppé, Klaus Reiner (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 1, pp. 75-86
Persistent link: https://www.econbiz.de/10001769743