Monte Carlo simulation of macroeconomic risk with a continuum of agents: The symmetric case

• Main Authors: Hammond, P.J., Sun, Y.
• Other Authors: MATHEMATICS
• Format: Conference or Workshop Item
• Published: 2014
• Subjects: Continuum of agents; De Finetti's theorem; Exchangeability; Joint measurability problem; Large economy; Law of large numbers; Monte Carlo σ-algebra; Monte Carlo convergence
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/104588
• Institution: National University of Singapore

10.1007/s00199-002-0302-y