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SSRN eLibrary Statistics:

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Abstracts: 484,216
Full Text Papers: 393,599
Authors: 226,660
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  Last 12 months: 		68,900

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To date: 65,896,135
Last 12 months: 11,175,670
Last 30 days: 1,053,335

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  References: 		238,981
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  Footnotes: 		77,812
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SSRN eLibrary Search Results
JEL Code: C63
290,426 Total downloads
Showing Papers 1 - 50 of 1,415
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Incl. Electronic Paper Method of Paired Contours and Pricing Barrier Options and CDs of Long Maturities
Sergei Levendorskii
University of Leicester - Department of Mathematics
Date Posted: May 20, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper On the Application of Spectral Filters in a Fourier Option Pricing Technique
 Marjon Ruijter , Mark Versteegh and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI) , Delft University of Technology and Center for Mathematics and Computer Science (CWI)
Date Posted: May 18, 2013
Working Paper Series
1 downloads

Incl. Electronic Paper Stochastic Spread Model for Fixed-to-Floater Convertible Bonds
 Marco Marchioro
Università Milano-Bicocca
Date Posted: May 17, 2013
Working Paper Series
4 downloads

Incl. Fee Electronic Paper Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation
CEPR Discussion Paper No. DP9469
 Robert Kollmann
ECARES, Université Libre de Bruxelles
Date Posted: May 17, 2013
Working Paper Series

Incl. Electronic Paper Adaptive Learning in an Asymmetric Auction: Genetic Algorithm Approach
 Kirill Chernomaz
San Francisco State University - Department of Economics
Date Posted: May 15, 2013
Working Paper Series
2 downloads

Discrete-Time Portfolio Optimization with Transaction Costs
 Feiran Tao and Tony S. Wirjanto
Independent and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: May 13, 2013
Working Paper Series

Pricing Financial Derivatives by Gram-Charlier Expansions
 Yin-Hei Cheng and Tony S. Wirjanto
Scotiabank and University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
Date Posted: May 13, 2013
Working Paper Series

Incl. Electronic Paper Economics on the Models of Social Networks
 Mitja Steinbacher , Matjaz Steinbacher and Matej Steinbacher
Free Society Institute - Faculty of Business Studies , University of Donja Gorica and Free Society Institute
Date Posted: May 09, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Model Projections and Policy Reviews for Energy Saving in China's Service Sector
Energy Policy (2013) Forthcoming
 Lin Zhang
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich
Date Posted: May 08, 2013
Last Revised: May 17, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper When Do Jumps Matter for Portfolio Optimization?
SAFE Working Paper No. 16
 Marius Ascheberg , Nicole Branger and Holger Kraft
Goethe University Frankfurt , University of Muenster - Finance Center Muenster and Goethe University Frankfurt
Date Posted: May 04, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness -- or -- How to Prevent Jensen's Inequality from Inflating Your OpRisk Capital Estimates
 J.D. Opdyke
Bates White LLC
Date Posted: April 30, 2013
Last Revised: May 08, 2013
Working Paper Series
12 downloads

Incl. Electronic Paper Time-Cost Project Management with Solver
Contemporary Issues in Business, Management and Education, 2012
 Helena Gaspars-Wieloch
Poznan University of Economics
Date Posted: April 28, 2013
Accepted Paper Series
2 downloads

Incl. Electronic Paper Is Geoengineering a Viable Option for Dealing with Climate Change?
Review of Environment, Energy and Economics (Re3), Forthcoming
 Johannes Emmerling and Massimo Tavoni
Fondazione Eni Enrico Mattei and Fondazione Eni Enrico Mattei (FEEM)
Date Posted: April 26, 2013
Accepted Paper Series
11 downloads

Incl. Electronic Paper Monte Carlo Pricing with Local Volatility Grids
 Damian Abasto , Bernhard Hientzsch and Mark P. Kust
Independent , Independent and Independent
Date Posted: April 18, 2013
Last Revised: April 28, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper Political Mergers as Coalition Formation: An Analysis of the Heisei Municipal Amalgamations
Yale University Economic Growth Center Discussion Paper No. 1022, Yale Economics Department Working Paper No. 113
 Eric Weese
Yale University Department of Economics
Date Posted: April 17, 2013
Last Revised: April 21, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Pillage Games with Multiple Stable Sets
 Simon MacKenzie , Manfred Kerber and Colin Rowat
Independent , University of Birmingham - School of Computer Science and University of Birmingham - Department of Economics
Date Posted: April 16, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
 Garland Durham and John Geweke
University of Colorado at Boulder - Leeds School of Business and University of Technology Sydney - Economics Discipline Group
Date Posted: April 16, 2013
Working Paper Series
2 downloads

Incl. Electronic Paper Geoengineering and Abatement: A 'Flat' Relationship Under Uncertainty
FEEM Working Paper No. 31.2013, CMCC Research Paper No. 0170
Johannes Emmerling and Massimo Tavoni
Fondazione Eni Enrico Mattei and Fondazione Eni Enrico Mattei (FEEM)
Date Posted: April 16, 2013
Working Paper Series
16 downloads

Incl. Electronic Paper Professional Knowledge and the Historical Emergence of Accounting Norms
 Sudipta Basu , Paul E. Madsen , David A. Reppenhagen and Gregory B. Waymire
Temple University - Fox School of Business and Management , University of Florida , University of Florida and Emory University - Department of Accounting
Date Posted: April 13, 2013
Last Revised: April 17, 2013
Working Paper Series
60 downloads

Incl. Electronic Paper Robust and Efficient IMEX Schemes for Option Pricing under Jump-Diffusion Models
 Santtu Salmi and Jari Toivanen
University of Jyvaskyla - Department of Mathematical Information Technology and University of Jyvaskyla - Department of Mathematical Information Technology
Date Posted: April 11, 2013
Working Paper Series
27 downloads

Incl. Electronic Paper A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations
 Cody Blaine Hyndman and Polynice Oyono Ngou
Concordia University, Quebec - Department of Mathematics and Statistics and Concordia University, Quebec - Department of Mathematics & Statistics
Date Posted: April 09, 2013
Working Paper Series
15 downloads

Incl. Electronic Paper Spatial Labor Market Frictions and Economic Convergence: Policy Implications from a Heterogeneous Agent Model
Bielefeld Working Papers in Economics and Management No. 09-2013
 Herbert Dawid , Philipp Harting and Michael Neugart
University of Bielefeld - Department of Business Administration and Economics , Faculty of Business Administration and Economics and Technical University of Darmstadt
Date Posted: April 08, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Financial Fragility and Contagion in Interbank Networks
 Stefano Pegoraro
Scuola Superiore Sant'Anna di Pisa - School of Social Sciences
Date Posted: April 07, 2013
Last Revised: April 10, 2013
Working Paper Series
37 downloads

Incl. Electronic Paper An Efficient Decomposition of the Expectation of the Maximum with Normally Distributed Errors
 Jonathan Eggleston
University of Virginia (UVA) - Department of Economics
Date Posted: April 07, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Single Crossing Property
 Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: April 06, 2013
Last Revised: April 09, 2013
Working Paper Series
44 downloads

Incl. Electronic Paper Asymmetric Information and the Death of ABS CDOs
FRB International Finance Discussion Paper No. 1075
 Daniel O. Beltran , Larry Cordell and Charles P. Thomas
Federal Reserve Board , Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Board
Date Posted: April 06, 2013
Working Paper Series
26 downloads

Incl. Electronic Paper Welfare Costs of Shifting Trend Inflation
FEDS Working Paper No. 2013-12
 Taisuke Nakata
Federal Reserve Board
Date Posted: April 06, 2013
Working Paper Series
4 downloads

Incl. Electronic Paper Optimizing the Conditional Value-at-Risk in Revenue Management
 Jochen Goensch and Michael Hassler
University of Augsburg - Department of Analytics & Optimization and University of Augsburg
Date Posted: April 06, 2013
Working Paper Series
22 downloads

Incl. Electronic Paper The Cyclicality of Job-to-Job Transitions and Its Implications for Aggregate Productivity
FRB International Finance Discussion Paper No. 1074
 Toshihiko Mukoyama
University of Virginia - Economics
Date Posted: April 06, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper The Impact of Computational Error on the Volatility Smile
 Don M. Chance , Thomas A. Hanson , Weiping Li and Jayaram Muthuswamy
Louisiana State University, Baton Rouge - Department of Finance , Kent State University - Department of Finance , Oklahoma State University and Kent State University
Date Posted: April 04, 2013
Working Paper Series
68 downloads

Incl. Electronic Paper Continuous Time Mean-Variance Optimal Portfolio Allocation Under Jump Diffusion: An Numerical Impulse Control Approach
 Duy Minh Dang and Peter A. Forsyth
University of Waterloo, David R. Cheriton School of Computer Science and University of Waterloo - Cheriton School of Computer Science
Date Posted: April 03, 2013
Working Paper Series
32 downloads

Incl. Electronic Paper Using Nonlinear Model Predictive Control for Dynamic Decision Problems In Economics
 Lars Grüne , Willi Semmler Sr. and Marleen Stieler
University of Bayreuth - Mathematical Institute , The New School - Department of Economics and University of Bayreuth - Mathematical Institute
Date Posted: April 03, 2013
Working Paper Series
40 downloads

Incl. Electronic Paper Systemic Risk, Contagion, and Financial Networks: A Survey
 Matteo Chinazzi and Giorgio Fagiolo
Scuola Superiore Sant'Anna - Laboratory of Economics and Management (LEM) and Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Date Posted: April 02, 2013
Working Paper Series
73 downloads

A Computational Agent-Based Model to Study the Effect of Drivers and Barriers to the Uptake of a FTTH Broadband Platform in New Zealand
 Farhaan Mirza and Fernando Beltrán
University of Auckland and University of Auckland
Date Posted: April 01, 2013
Working Paper Series

Incl. Electronic Paper Equilibrium Computation of the Hart and Mas-Colell Bargaining Model
 Zhigang Cao
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Date Posted: April 01, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Did CNBC Contribute to the Great Moderation or the Great Recession?
Trinity College Department of Economics Working Paper No. 13-07
 Shyam Gouri Suresh and Mark Setterfield
Davidson College and Trinity College
Date Posted: March 29, 2013
Working Paper Series
4 downloads

Galerkin Infinite Element Approximation for Pricing Barrier Options and Options with Discontinuous Payoff
Decisions in Economics and Finance, Vol. 27(2), 2004, pp. 125-151
 Simona Sanfelici
University of Parma - Facoltà di Economia
Date Posted: March 29, 2013
Accepted Paper Series

Incl. Electronic Paper Adjustable Robust Parameter Design with Unknown Distributions
CentER Discussion Paper Series No. 2013-022
 Ihsan Yanikoglu , Dick den Hertog and Jack P. C. Kleijnen
Tilburg University - Department of Econometrics & Operations Research , Tilburg University - Department of Econometrics & Operations Research and Tilburg University, CentER
Date Posted: March 26, 2013
Working Paper Series
7 downloads

Incl. Electronic Paper Elementi di Teoria dei Contratti (Elements of Contract Theory)
 Maria-Augusta Miceli
University of Rome "Sapienza"
Date Posted: March 24, 2013
Last Revised: April 16, 2013
Working Paper Series
188 downloads

Incl. Electronic Paper Bankruptcy Prediction Based on Stochastic Processes: A New Model Class to Predict Corporate Bankruptcies?
 Jan Klobucnik and Soenke Sievers
University of Cologne and University of Cologne
Date Posted: March 23, 2013
Working Paper Series
48 downloads

Incl. Electronic Paper A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives
 Duy Minh Dang , Christina Christara and Kenneth R. Jackson
University of Waterloo, David R. Cheriton School of Computer Science , University of Toronto - Department of Computer Science and University of Toronto - Department of Computer Science
Date Posted: March 23, 2013
Last Revised: April 28, 2013
Working Paper Series
33 downloads

Incl. Electronic Paper Iteration Capping for Discrete Choice Models Using the EM Algorithm
CentER Discussion Paper Series No. 2013-019
 Jan Kabatek
CentER, Tilburg University
Date Posted: March 20, 2013
Working Paper Series
3 downloads

Incl. Electronic Paper Modeling and Analysis of Renewable Energy Obligations and Technology Bandings in the UK Electricity Market
CentER Discussion Paper Series No. 2013-016
 Gul Gurkan and Romeo Langestraat
Tilburg University - Center for Economic Research (CentER) and CentER, Tilburg University
Date Posted: March 20, 2013
Working Paper Series
8 downloads

Incl. Electronic Paper AI Brain Sciences/Belief-Based Advertisements for Same-Sex Marriage Equality
 Daniel Olsher
Independent
Date Posted: March 19, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper Introducing CO2 Allowances, Higher Prices for All Consumers; Higher Revenues for Whom?
CentER Discussion Paper Series No. 2013-015
 Gül Gürkan , Romeo Langestraat and Ozge Ozdemir
CentER, Tilburg University , CentER, Tilburg University and Energy Research Centre of the Netherlands (ECN)
Date Posted: March 19, 2013
Working Paper Series
5 downloads

Incl. Electronic Paper A Fourier-Cosine Method for an Efficient Computation of Solutions to BSDEs
 Marjon Ruijter and Cornelis W. Oosterlee
Center for Mathematics and Computer Science (CWI) and Center for Mathematics and Computer Science (CWI)
Date Posted: March 16, 2013
Working Paper Series
18 downloads

Incl. Electronic Paper Asian Options on Harmonic Average
 Jan Vecer
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: March 14, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper An Analytical Evaluation Method of the Operational Risk Using Fast Wavelet Expansion Techniques
 Kensuke Ishitani and Kenichi Sato
Tokyo Metropolitan University and Mitsubishi UFJ Securities
Date Posted: March 14, 2013
Working Paper Series
30 downloads

Incl. Electronic Paper Risk Adjustments of Option Prices under Time-Changed Dynamics
 Elisa Nicolato and David Sloth
University of Aarhus - Business and Social Sciences and Graduate School of Business, Aarhus University
Date Posted: March 11, 2013
Last Revised: May 11, 2013
Working Paper Series
39 downloads

Incl. Electronic Paper Multivariate Markov Chain Approximations
 Simon Scheuring and Benjamin Jonen
University of Zurich - Department of Banking and Finance and University of Zurich
Date Posted: March 11, 2013
Working Paper Series
20 downloads


 

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