JER, 第 6-7 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2001 |
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第 1 到 3 筆結果,共 44 筆
第 178 頁
... solution under P. Here , k is a P - martingale . We can obtain a saddlepath solution , f ( t , T ) = e ( t - s ) EP ( k ( s ) | Et ) ds | = ki ( t ) f °° ( t - s ) ds ( 5 ) k ( t ) The solution ( 5 ) is explained in Froot and Obstfeld ...
... solution under P. Here , k is a P - martingale . We can obtain a saddlepath solution , f ( t , T ) = e ( t - s ) EP ( k ( s ) | Et ) ds | = ki ( t ) f °° ( t - s ) ds ( 5 ) k ( t ) The solution ( 5 ) is explained in Froot and Obstfeld ...
第 184 頁
... solution to explain the non - martingale property of the forward rate process . The bubble solution is known to be expressed as a saddlepath solution plus a bubble path . In a bubble solution , following Krugman and Miller ( 1992 ) , we ...
... solution to explain the non - martingale property of the forward rate process . The bubble solution is known to be expressed as a saddlepath solution plus a bubble path . In a bubble solution , following Krugman and Miller ( 1992 ) , we ...
第 186 頁
... Solution ( 22 ) is a bubble solution of the expectations for future forward interest rates . Compared with the saddlepath solution ( 6 ) , the solution ( 22 ) has additionally a bubble term . This solution is analogous to ( C7 ) ...
... Solution ( 22 ) is a bubble solution of the expectations for future forward interest rates . Compared with the saddlepath solution ( 6 ) , the solution ( 22 ) has additionally a bubble term . This solution is analogous to ( C7 ) ...
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Shahidur Rahman Sandly Sian Li Ngiang Serina | 29 |
in collaboration with Hanyang Economic Research Institute | 131 |
J4351 | |
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