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

10.1007/s00199-002-0302-y

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Main Authors: Hammond, P.J., Sun, Y.
Other Authors: MATHEMATICS
Format: Conference or Workshop Item
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104588
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1045882024-11-15T06:24:06Z Monte Carlo simulation of macroeconomic risk with a continuum of agents: The symmetric case Hammond, P.J. Sun, Y. MATHEMATICS Continuum of agents De Finetti's theorem Exchangeability Joint measurability problem Large economy Law of large numbers Monte Carlo σ-algebra Monte Carlo convergence 10.1007/s00199-002-0302-y Economic Theory 21 2-3 743-766 2014-10-28T02:51:12Z 2014-10-28T02:51:12Z 2003-03 Conference Paper Hammond, P.J., Sun, Y. (2003-03). Monte Carlo simulation of macroeconomic risk with a continuum of agents: The symmetric case. Economic Theory 21 (2-3) : 743-766. ScholarBank@NUS Repository. https://doi.org/10.1007/s00199-002-0302-y 09382259 http://scholarbank.nus.edu.sg/handle/10635/104588 000181426200027 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Continuum of agents
De Finetti's theorem
Exchangeability
Joint measurability problem
Large economy
Law of large numbers
Monte Carlo σ-algebra
Monte Carlo convergence
spellingShingle Continuum of agents
De Finetti's theorem
Exchangeability
Joint measurability problem
Large economy
Law of large numbers
Monte Carlo σ-algebra
Monte Carlo convergence
Hammond, P.J.
Sun, Y.
Monte Carlo simulation of macroeconomic risk with a continuum of agents: The symmetric case
description 10.1007/s00199-002-0302-y
author2 MATHEMATICS
author_facet MATHEMATICS
Hammond, P.J.
Sun, Y.
format Conference or Workshop Item
author Hammond, P.J.
Sun, Y.
author_sort Hammond, P.J.
title Monte Carlo simulation of macroeconomic risk with a continuum of agents: The symmetric case
title_short Monte Carlo simulation of macroeconomic risk with a continuum of agents: The symmetric case
title_full Monte Carlo simulation of macroeconomic risk with a continuum of agents: The symmetric case
title_fullStr Monte Carlo simulation of macroeconomic risk with a continuum of agents: The symmetric case
title_full_unstemmed Monte Carlo simulation of macroeconomic risk with a continuum of agents: The symmetric case
title_sort monte carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/104588
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