A collection of macroeconomic models with heterogenous agents written in python and matlab by me.
Computation in Macro - PhD tutorial
Anatomizing Incomplete-markets Small Open Economies
Supplements the paper "Self-Consistent Transport in Heterogeneous Agent Models” [STHAM] by Andrew Lyasoff
QuantHedge-MM implements advanced computational methods for pricing and hedging options in markets with stochastic regime shifts. Built for quants and researchers, it extends Black-Scholes to Markov-modulated models.
Huggett/Aiyagari incomplete markets model in MATLAB with VFI, stationary joint distribution, and bisection on the interest rate to find general equilibrium
Utility indifference pricing in incomplete markets.
To associate your repository with the incomplete-markets topic, visit your repo's landing page and select "manage topics."