搜索结果: 1-14 共查到“经济学 Existence”相关记录14条 . 查询时间(0.117 秒)
An organizational economics approach to the existence of sharecropping
share contract fixed rent contract bargaining power
2014/2/24
The paper provides a new explanation for the existence of sharecropping in agriculture from the perspective of organizational economics. Similar to a multinational enterprise’s decision of whether to ...
Second Order BSDEs with Jumps, Part II: Existence and Applications
Second order backward stochastic differential equation backward stochas-tic differential equation with jumps
2012/9/14
In this paper, we follow the study of second order BSDEs with jumps started in our accompanying paper [17]. We prove existence of these equations bya direct method,thus providing complete wellposednes...
Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets
Potentially complete market Continuous-time financial market Radner equilibrium It坥 diffusion
2012/9/14
We prove that in smooth Markovian continuous杢ime economies with potentially complete asset markets, Radner equilibria with endoge-nously complete markets exist.
On the Existence of Bertrand-Nash Equilibrium Prices Under Logit Demand
Bertrand-Nash Equilibrium Prices Logit Demand
2011/1/4
This article presents a proof of the existence of Bertrand-Nash equilibrium prices with multi-product firms and under the Logit model of demand that does not rely on restrictive assumptions on product...
Non-existence of Markovian time dynamics for graphical models of correlated default
Markovian time dynamics graphical models correlated default
2010/10/21
Filiz et al. (2008) proposed a model for the pattern of defaults seen among a group of firms at the end of a given time period. The ingredients in the model are a graph, where the vertices correspond...
On a class of semi-elliptic diffusion models. Part I: a constructive analytical approach for global existence, densities, and numerical schemes
Degenerate parabolic equations financial derivatives
2010/10/18
Semi-elliptic stochastic differential equations (SDEs) are common models among practitioners. However, value functions and sensitivities of such models are described by degenerate parabolic partial d...
Partial Equilibria with Convex Capital Requirements: Existence, Uniqueness and Stability
acceptance sets convex capital requirements incomplete markets mutually agreeable claims partial equilibrium allocation
2010/10/29
In an incomplete semimartingale model of a financial market, we consider several risk-averse financial agents who negotiate the price of a bundle of contingent claims. Assuming that the agents’ risk p...
Existence & Regularity of Weak Solutions of Degenerate Parabolic PDE Models for the Pricing of Security Derivatives
Existence Regularity Weak Solutions Security Derivatives
2010/10/29
This work is focused on the solvability of initial-boundary value problems for degenerate parabolic partial differential equations that arise in the pricing of Asian options, and
on the investigation...
On the Existence of Shadow Prices in Finite Discrete Time
transactions costs portfolio optimization shadow price
2010/11/3
A shadow price is a process eS lying within the bid/ask prices S, S of a market with proportional transaction costs, such that maximizing expected utility from consumption
in the frictionless market ...
A mathematical proof of the existence of trends in financial time series
Financial time series mathematical finance technical analysis trends
2010/10/29
We are settling a longstanding quarrel in quantitative finance by proving the existence of trends in financial time series thanks to a theorem due to P. Cartier and Y. Perrin, which is expressed in th...
On the Existence of Consistent Price Systems
Consistent pricing systems No-arbitrage Transaction costs Full support, Conditional
2010/11/3
In [8], a sufficient condition for the existence of consistent price systems (CPSs) was given. In this note, we give a weaker sufficient condition for a CPS to exist. We use this condition
to show th...
The Existence of Equilibria in Discontinuous and Nonconvex Games
Nash equilibrium dominant strategy equilibrium discontinuity nonquasiconcavity nonconvexity
2010/7/2
This paper investigates the existence of pure strategy, dominant-strategy, and mixed strategy Nash equilibria in discontinuous and nonconvex games. We introduce a new notion of very weak continuity, c...
Existence of Equilibrium in Minimax Inequalities, Saddle Points, Fixed Points, and Games without Convexity Sets
minimax inequality saddle points fixed points coincidence points discontinuity non-quasiconcavity non-convexity non-compactness
2010/7/2
This paper characterizes the existence of equilibria in minimax inequalities without assuming any form of quasi-concavity of functions and convexity or compactness of choice sets. A new condition, cal...
主讲人
Zhao Jingang 教授
加拿大University of Saskatchewan
题目
Equivalence between the Existence Theorems on Nash Equilibrium, Core and Hybrid Equilibrium
时间
2005年5月18日（星期三）下午2:00-3:30
地点
北京大学中国经济研究中心万众楼小教室
工作语...