Zobrazeno 1 - 10
of 376
pro vyhledávání: '"Bélanger, Alain"'
We study a generalization of the model of a dark market due to Duffie-G\^arleanu- Pedersen [6]. Our market is segmented and involves multiple assets. We show that this market has a unique asymptotically stable equilibrium. In order to establish this
Externí odkaz:
http://arxiv.org/abs/1806.01924
Autor:
Vézina, Samuel, Bélanger, Alain
Publikováno v:
Population Research and Policy Review, 2020 Dec 01. 39(6), 1019-1049.
Externí odkaz:
https://www.jstor.org/stable/48732949
Publikováno v:
Population and Development Review, 2020 Jun 01. 46(2), 321-346.
Externí odkaz:
https://www.jstor.org/stable/45286086
Publikováno v:
Proceedings of the National Academy of Sciences of the United States of America, 2020 Apr 01. 117(14), 7690-7695.
Externí odkaz:
https://www.jstor.org/stable/26929713
Publikováno v:
Population Research and Policy Review, 2020 Apr 01. 39(2), 339-363.
Externí odkaz:
https://www.jstor.org/stable/48732850
The extended Wild sums considered in this article generalize the classi- cal Wild sums of statistical physics. We first show how to obtain explicit solutions for the evolution equation of a large system where the interactions are given by a single, b
Externí odkaz:
http://arxiv.org/abs/1503.03006
Autor:
Belanger, Alain, Ndoune, Ndoune
We introduce and study a class of over-the-counter market models specified by systems of Ordinary Differential Equations (ODE's), in the spirit of Duffie- G^arleanu-Pedersen [6]. The key innovation is allowing for multiple assets. We show the existen
Externí odkaz:
http://arxiv.org/abs/1411.7991
Publikováno v:
Population (English Edition, 2002-), 2015 Oct 01. 70(4), 727-757.
Externí odkaz:
https://www.jstor.org/stable/44135458
Autor:
Sabourin, Patrick, Bélanger, Alain
Publikováno v:
Population (French Edition), 2015 Jan 01. 70(4), 771-803.
Externí odkaz:
https://www.jstor.org/stable/43855799