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

• المؤلفون الرئيسيون: Hammond, P.J., Sun, Y.
• مؤلفون آخرون: MATHEMATICS
• التنسيق: Conference or Workshop Item
• منشور في: 2014
• الموضوعات: Continuum of agents; De Finetti's theorem; Exchangeability; Joint measurability problem; Large economy; Law of large numbers; Monte Carlo σ-algebra; Monte Carlo convergence
• الوصول للمادة أونلاين: http://scholarbank.nus.edu.sg/handle/10635/104588

10.1007/s00199-002-0302-y