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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)