ListarMaestría en Economía por tema "Economía -- Modelos matemáticos"
Mostrando ítems 1-4 de 4
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Diffusion processes with willow trees
(Universidad Torcuato Di Tella, 2009)In this paper we explore the implementation of a short rate model on a "Willow" tree. We establish both a significant performance gain for the Willow tree in terms of stability and the relativity of faster processing times. -
Redistributive politics with partial knowledge of effort
(Universidad Torcuato Di Tella, 2009) -
The equity premium puzzle in a Markov regime switching model with rare disasters
(Universidad Torcuato Di Tella, 2008) -
Why accumulating such a big amount of international reserves?: A simple alternative explanation
(Universidad Torcuato Di Tella, 2009)