Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case
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Volume (Year): 36 (2008)
Issue (Month): 2 (August)
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References listed on IDEAS
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- Sun, Yeneng, 1998. "A theory of hyperfinite processes: the complete removal of individual uncertainty via exact LLN1," Journal of Mathematical Economics, Elsevier, vol. 29(4), pages 419-503, May.
- Yeneng Sun & Nicholas Yannelis, 2008. "Ex ante efficiency implies incentive compatibility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(1), pages 35-55, July.
- Peter J. Hammond & Yeneng Sun, 2003.
"Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(2), pages 743-766, March.
- Peter Hammond & Yeneng Sun, 2001. "Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case," Working Papers 01015, Stanford University, Department of Economics.
- Peter J. Hammond & Yeneng Sun, 2000. "Joint Measurability and the One-way Fubini Property for a Continuum of Independent Random Variables," Working Papers 00008, Stanford University, Department of Economics.
- Sun, Yeneng, 2006. "The exact law of large numbers via Fubini extension and characterization of insurable risks," Journal of Economic Theory, Elsevier, vol. 126(1), pages 31-69, January.
- Sun, Yeneng & Yannelis, Nicholas C., 2007. "Perfect competition in asymmetric information economies: compatibility of efficiency and incentives," Journal of Economic Theory, Elsevier, vol. 134(1), pages 175-194, May. Full references (including those not matched with items on IDEAS)
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