Allende-Platz 1
Hamburg, 20146
Germany
University of Hamburg
Numerical methods, heterogeneous-agent models, linearization, incomplete markets
Machine Learning, Institutional Loans, Prepayment, Liquidity Risk Management, Banking Regulation
Corona, COVID19, SARS-CoV-2, spread of infection, Markov model, Germany, projection.
COVID19, SARS-CoV-2, forecast, Germany, epidemic, pandemic
pandemic, epidemic, forecast Germany, SARS-CoV-2, COVID-19
incomplete markets, Fokker-Planck equations, general equilibrium
COVID-19, SARS-CoV-2, spread of infection, Markov model, Germany, Corona, projection
Sequence-space Jacobians, continuous time, heterogeneous-agent models, Wiener-Hopf operators, second-order perturbation JEL codes. C63, C68, E12