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Loïc Berger
vol. 123, n. 2, May 2014, pp. 248–251
This letter develops a set of simple conditions under which an individual is willing to save an extra amount of money due to the presence of ambiguity concerning his second period wealth. This extra precautionary saving motive is naturally associated with the notion of ambiguity prudence.
Sébastien Gadat, and Fabien Panloup
vol. 50, n. 2, May 2014, pp. 564–601
In this paper, we are interested in a diffusion process based on a gradient descent. The process is non Markov and has a memory term which is built as a weighted average of the drift term all along the past of the trajectory. For this type of diffusion, we study the long time behaviour of the...
Claude Crampes, and Thomas-Olivier Léautier
May 26, 2014
May 21, 2014
Frédéric Cherbonnier, and Emmanuel Thibault
Stefan Ambec
May 19, 2014
May 15, 2014
May 8, 2014
