Numerical Schemes for Variational Inequalities Arising in International Asset Pricing

This paper introduces a valuation model of international pricing in the presence of political risk. Shipments between countries are charged with shipping costs and the country specific production processes are modelled as diffusion processes. The political risk is modelled as a continuous time jump...

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Veröffentlicht in:	Computational economics 2001-02, Vol.17 (1), p.43-80
Hauptverfasser:	Hodder, James E, Zariphopoulou, Thaleia, Tourin, Agnes
Format:	Artikel
Sprache:	eng
Schlagworte:	Asset valuation Assets Consumption Costs Economic models Finance Foreign exchange rates International trade Market prices Mathematical models Partial differential equations Political risk Political stability Politics Price ceilings Pricing Purchasing power parity Regulation Risk Shipping Statistical analysis Studies Tax rates Transport costs Viscosity
Online-Zugang:	Volltext
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