Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation
DOI10.1088/1742-5468/ab7a1ezbMath1456.91124arXiv1910.01928OpenAlexW3100656272WikidataQ120241787 ScholiaQ120241787MaRDI QIDQ5135117
J. Doyne Farmer, Miquel Montero, John D. Geanakoplos, Jaume Masoliver, Josep Perelló
Publication date: 19 November 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.01928
Applications of statistics to actuarial sciences and financial mathematics (62P05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
Related Items (1)
Cites Work
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