Monte Carlo simulation of macroeconomic risk with a continuum of agents: The symmetric case
10.1007/s00199-002-0302-y
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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 |
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Continuum of agents De Finetti's theorem Exchangeability Joint measurability problem Large economy Law of large numbers Monte Carlo σ-algebra Monte Carlo convergence |
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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 |
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10.1007/s00199-002-0302-y |
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MATHEMATICS |
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MATHEMATICS Hammond, P.J. Sun, Y. |
format |
Conference or Workshop Item |
author |
Hammond, P.J. Sun, Y. |
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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 |
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2014 |
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http://scholarbank.nus.edu.sg/handle/10635/104588 |
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