GitHub topics: incomplete-markets
AndrewLyasoff/heterogeneous-models
Supplements the paper "The Time-Interlaced Self-Consistent Master System of Heterogeneous-Agent Models” [SATEA] by Andrew Lyasoff
Language: Jupyter Notebook - Size: 2.28 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0
aurelienperez/fair-valuation-illiquid-assets
Utility indifference pricing in incomplete markets.
Size: 3.19 MB - Last synced at: about 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0
hessjacob/Quantitative-Macro-Models
A collection of macroeconomic models with heterogenous agents written in python and matlab by me.
Language: Python - Size: 3.4 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 66 - Forks: 34
phantomachine/AKSOE
Anatomizing Incomplete-markets Small Open Economies
Language: Matlab - Size: 3.37 MB - Last synced at: about 1 year ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 2
