69 citations · 135 across the 5 of their papers we have counts for
5 papers
A Model of Risk and Mental State Shifts during Social Interaction
Andreas Hula, Iris Vilares, Peter Dayan +1
Cooperation and competition between human players in repeated microeconomic games offer a powerful window onto social phenomena such as the establishment, breakdown and repair of t…
Monte Carlo Planning method estimates planning horizons during interactive social exchange
Andreas Hula, P. Read Montague, Peter Dayan
Reciprocating interactions represent a central feature of all human exchanges. They have been the target of various recent experiments, with healthy participants and psychiatric po…
Sustainable Credit And Interest Rates
Andreas Hula
With negative growth in real production in many countries and debt levels which become an increasing burden on developed societies, the calls for a change in economic policy and ev…
LIBOR Interpolation and the HJM Model
Andreas Hula
We follow the lines of Musiela and Rutkowski and extend their interpolation method to models with jumps. Together with an extension method for the tenor structure of a given LIBOR…
Discrete LIBOR Market Model Analogy
Andreas Hula
This paper provides a discrete time LIBOR analog, which can be used for arbitrage-free discretization of Levy LIBOR models or discrete approximation of continuous time LIBOR market…