Ausgabe 1/2020
Inhalt (5 Artikel)
Research Article
A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
Luciano I. de Castro, Marialaura Pesce, Nicholas C. Yannelis
Research Article
Maximizing expected exponential utility of consumption with a constraint on expected time in poverty
Dongchen Li, Virginia R. Young
Research Article
Asian options pricing in Hawkes-type jump-diffusion models
Riccardo Brignone, Carlo Sgarra
Research Article
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
Michael Roberts, Indranil SenGupta
Research Article
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Vincenzo Russo, Valentina Lagasio, Marina Brogi, Frank J. Fabozzi