//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bayer, Christian"
~person:"Herzberg, Frederik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
5
Itô diffusion
4
Potentially complete market
4
Radner equilibrium
4
Stochastischer Prozess
4
Continuous-time financial market
3
Sparen
3
Theory
3
continuous time uncertainty
3
existence
3
existence proof
3
stability
3
uncertainty in continuous time
3
uniqueness
3
Analytic transition density
2
Continuous-time financial markets
2
Derivative pricing
2
Financial equilibrium
2
Fokker-Planck equation
2
Kleine offene Volkswirtschaft
2
Nonstandard analysis
2
Representative-agent models
2
Savings
2
Small open economy
2
Stochastic process
2
Unvollkommener Markt
2
counting process
2
Bevölkerungswachstum
1
CAPM
1
Communication
1
Continuous-time financial
1
Counting process
1
Derivat
1
Derivative
1
Equilibrium model
1
Equilibrium theory
1
Euler-Gleichung
1
Existence
1
Financial market
1
Finanzmarkt
1
more ...
less ...
Online availability
All
Free
8
Undetermined
3
Type of publication
All
Book / Working Paper
8
Article
5
Type of publication (narrower categories)
All
Working Paper
4
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
10
Undetermined
3
Author
All
Bayer, Christian
Herzberg, Frederik
Posch, Olaf
30
Wälde, Klaus
20
Friedman, Daniel
15
Andersen, Torben G.
14
Bollerslev, Tim
14
Oprea, Ryan
14
Riedel, Frank
14
Trimborn, Timo
13
Scalas, Enrico
12
Nuño, Galo
11
Steg, Jan-Henrik
10
Diebold, Francis X.
9
Federici, Daniela
9
Flaschel, Peter
9
Gandolfo, Giancarlo
8
Guo, Xianping
8
Parra-Alvarez, Juan Carlos
8
Prieto-Rumeau, Tomás
8
Behringer, Stefan
7
Benndorf, Volker
7
Chambers, Marcus J.
7
Ebina, Takeshi
7
Hong, Yongmiao
7
Maggi, Bernardo
7
McAleer, Michael
7
Park, Joon Y.
7
Szydlowski, Martin
7
Yu, Jun
7
Benth, Fred Espen
6
Cui, Zhenyu
6
Fabbri, Giorgio
6
Folmer, Henk
6
Franke, Reiner
6
Hernández-Lerma, Onésimo
6
Kleinow, Torsten
6
Matsushima, Noriaki
6
Nijkamp, Peter
6
Patuelli, Roberto
6
more ...
less ...
Institution
All
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics
2
CESifo
1
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
Published in...
All
CESifo Working Paper
2
Journal of mathematical economics
2
Working Papers / Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics
2
Annals of Finance
1
Annals of finance
1
CESifo Working Paper Series
1
CESifo working papers
1
Journal of Mathematical Economics
1
Working Papers
1
Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
more ...
less ...
Source
All
RePEc
6
ECONIS (ZBW)
4
EconStor
3
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The Invariant Distribution of Wealth and Employment Status in a Small Open Economy with Precautionary Savings
Bayer, Christian
;
Rendall, Alan D.
;
Wälde, Klaus
-
2018
We study optimal savings in
continuous
time
with exogenous transitions between employment and unemployment as the only …
Persistent link: https://www.econbiz.de/10011957213
Saved in:
2
The invariant distribution of wealth and employment status in a small open economy with precautionary savings
Bayer, Christian
;
Rendall, Alan D.
;
Wälde, Klaus
-
2018
We study optimal savings in
continuous
time
with exogenous transitions between employment and unemployment as the only …
Persistent link: https://www.econbiz.de/10011941404
Saved in:
3
The invariant distribution of wealth and employment status in a small open economy with precautionary savings
Bayer, Christian
;
Rendall, Alan D.
;
Wälde, Klaus
- In:
Journal of mathematical economics
85
(
2019
),
pp. 17-37
Persistent link: https://www.econbiz.de/10012311014
Saved in:
4
Existence of Financial Equilibria in
Continuous
Time
with Potentially Complete Markets
Riedel, Frank
;
Herzberg, Frederik
-
Institut für Mathematische Wirtschaftsforschung, …
-
2013
We prove that in smooth Markovian
continuous-time
economies with potentially complete asset markets, Radner equilibria …
Persistent link: https://www.econbiz.de/10008764998
Saved in:
5
Existence, Uniqueness and Stability of Invariant Distributions in
Continuous-Time
Stochastic Models
Bayer, Christian
;
Waelde, Klaus
-
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of …
-
2011
We study a dynamic stochastic general equilibrium model in
continuous
time
. Related work has proven that optimal …
Persistent link: https://www.econbiz.de/10010615396
Saved in:
6
Matching and Saving in
Continuous
Time
: Proofs
Bayer, Christian
;
Wälde, Klaus
-
CESifo
-
2010
This paper provides the proofs to the analysis of a
continuous
time
matching model with saving in Bayer and Wälde (2010 …
Persistent link: https://www.econbiz.de/10009019145
Saved in:
7
Matching and saving in
continuous
time
: Proofs
Bayer, Christian
;
Wälde, Klaus
-
2010
This paper provides the proofs to the analysis of a
continuous
time
matching model with saving in Bayer and Wälde (2010 …
Persistent link: https://www.econbiz.de/10010270451
Saved in:
8
Existence of financial equilibria in
continuous
time
with potentially complete markets
Riedel, Frank
;
Herzberg, Frederik
-
2010
We prove that in smooth Markovian
continuous-time
economies with potentially complete asset markets, Radner equilibria …
Persistent link: https://www.econbiz.de/10010285419
Saved in:
9
Matching and Saving in
Continuous
Time
: Proofs
Bayer, Christian
;
Wälde, Klaus
-
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of …
-
2010
This paper provides the proofs to the analysis of a
continuous
time
match- ing model with saving in Bayer and Wälde …
Persistent link: https://www.econbiz.de/10008544419
Saved in:
10
First steps towards an equilibrium theory for Lévy financial markets
Herzberg, Frederik
- In:
Annals of Finance
9
(
2013
)
3
,
pp. 543-572
For a
continuous-time
financial market with a single agent, we establish equilibrium pricing formulae under the …
Persistent link: https://www.econbiz.de/10010866549
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->