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~institution:"HAL"
~subject:"perpetual youth model"
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perpetual youth model
continuous time
5
Overlapping generations
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determinacy
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discrete time
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Continuous-time overlapping-generations models
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Dynkin games
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Finance
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Population aging
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Proportional transaction costs
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arbitrage
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continuous time embedding
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continuous time random walk
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cross-section analysis
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equilibrium
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frictionless models
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intraday periodicity
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momentum
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optimization
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rank-based models
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Augeraud-Véron, Emmanuelle
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D'Albis, Hippolyte
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HAL
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
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Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
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Frequency of trade and the determinacy of equilibrium in economies of overlapping generations
D'Albis, Hippolyte
;
Augeraud-Véron, Emmanuelle
-
HAL
-
2012
longevity is uncertain. We build a discrete time model that uniformly converges to a standard
continuous
time
overlapping …
Persistent link: https://www.econbiz.de/10010820395
Saved in:
2
Frequency of trade and the deterrminacy of equilibrium in economies of overlapping generations
D'Albis, Hippolyte
;
Augeraud-Véron, Emmanuelle
-
HAL
-
2012
longevity is uncertain. We build a discrete time model that uniformly converges to a standard
continuous
time
overlapping …
Persistent link: https://www.econbiz.de/10010635257
Saved in:
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