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JEL Code: C63
291,042 Total downloads
Showing Papers 1 - 50 of 1,418
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z-Tree ? Experimenter?s Manual Institute for Empirical Research in Economics Working Paper No. 21
Urs Fischbacher
Date Posted: April 14, 2000258 downloads
You Don't Have to Bother Newton for Implied Volatility
Minqiang Li
Date Posted: December 20, 2006995 downloads
Yes, Libor Models can Capture Interest Rate Derivatives Skew: A Simple Modelling Approach
Eymen Errais
and
Fabio Mercurio
Date Posted: March 10, 2005587 downloads
Worst Case Pricing of Rainbow Options Discussion Paper No. 217
Juergen Topper
Date Posted: December 18, 2001595 downloads
Wooing the Voters: Economic Performance and Regime Change Technical Report No. BIRU/2011/1
Gopal K. Basak
and
Diganta Mukherjee
Date Posted: November 24, 20125 downloads
Why the Rotation Count Algorithm Works Tinbergen Institute Discussion Paper No. 2006-065/2
Roger Lord
Date Posted: August 03, 2006770 downloads
Why Should an Economy Be Competitive?
Hugues Bersini
and
Nicolas van Zeebroeck
affiliation not provided to SSRN
and
Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, ECARES
Date Posted: October 18, 201121 downloads
Why Might Climate Change Not Cause Conflict? An Agent-Based Computational Response
Behrooz Hassani-Mahmooei and
Brett Parris
affiliation not provided to SSRN
Date Posted: November 09, 2012Last Revised: November 11, 201229 downloads
Why Imposing New Tolls on Third-Party Content and Applications Threatens Innovation and will not Improve Broadband Providers’ Investment NET Institute Working Paper No. 10-01, NYU Law and Economics Research Paper No. 10-32
Nicholas Economides
Date Posted: June 20, 2010Last Revised: July 15, 2011102 downloads
Why are Lawyers Nice or Nasty? Insights from Agent-Based Modeling Advances in Complex Systems, Vol. 13, No. 4, pp. 535-558, 2010
Eunate Mayor
and
Giovanni Sartor
Date Posted: October 03, 2010
Who's Who on the Australian Political Left-Right Spectrum?
Michael Coleman Dalvean
Date Posted: March 06, 20133 downloads
Where Can Open Collaboration Thrive? A Model of Performance
Sheen S. Levine
and
Michael Prietula
Date Posted: February 23, 2008Last Revised: December 17, 2012103 downloads
When Does it Hurt? The Exchange Rate 'Pain Threshold' for German Exports
Ansgar Hubertus Belke ,
Matthias Göcke
and
Martin Günther
Date Posted: May 05, 201022 downloads
When Does it Hurt? The Exchange Rate 'Pain Threshold' for German Exports DIW Berlin Discussion Paper No. 943
Ansgar Hubertus Belke ,
Matthias Göcke
and
Martin Günther
affiliation not provided to SSRN
Date Posted: November 06, 200932 downloads
When Do Jumps Matter for Portfolio Optimization? SAFE Working Paper No. 16
Marius Ascheberg
,
Nicole Branger
and
Holger Kraft
Date Posted: May 04, 201313 downloads
What We Owe Our Children, They Their Children, and... Cowles Foundation Discussion Paper No. 1326
John E. Roemer and
Roberto Veneziani
Date Posted: April 19, 2000231 downloads
What is the Growth Potential of Green Innovation? An Assessment of EU Climate Policy Options European Economy Economic Paper No. 413
Ziga Zarnic ,
Janos Varga
and
Ariane Labat
affiliation not provided to SSRN
and
European Union - Directorate General for Climate Action (DG CLIMA)
Date Posted: December 20, 201068 downloads
What is the Cost of Low Participation in French Timber Auctions? Document de recherche du LAMETA DR No. 2010-08
Raphaele Preget
and
Patrick Waelbroeck
Date Posted: September 03, 201018 downloads
What is the Best Method of Matrix Adjustment? A Formal Answer by a Return to the World of Vectors
Louis de Mesnard
Date Posted: January 31, 201219 downloads
What Drives the Network’s Growth? An Agent-Based Study of the Payment Card Market ECB Working Paper No. 1143
Biliana Alexandrova-Kabadjova
and
Jose L. Negrin
Date Posted: January 18, 201052 downloads
What Does Financial Market Do? The Formation of Share Market Prices Under Heterogeneous Beliefs and Common Knowledge Physica A: Statistical Mechanics and its Applications, Volume 391, Issue 22, 15 November 2012, Pages 5532-5545
Yuri Biondi ,
Serge Galam
and
Pierpaolo Giannoccolo
Date Posted: May 17, 2011Last Revised: October 09, 2012147 downloads
What Can We Learn from Simulating a Standard Agency Model? Economics Letters, Vol. 73, No. 2, November 1, 2001
Michel A. Robe
Date Posted: January 07, 2002
Welfare Costs of Shifting Trend Inflation FEDS Working Paper No. 2013-12
Taisuke Nakata
Date Posted: April 06, 20134 downloads
Wavelet Power: Wavelet Energy Ratio Unit Root Tests
Mirza Trokic
Date Posted: August 18, 201251 downloads
Walrasian Tatônnement by Sequential Pairwise Trading: Convergence and Welfare Implications Working Papers No. 161, Department of Economics and Law, University of Rome La Sapienza
Maria-Augusta Miceli ,
Federico Cecconi
and
Giovanni Cerulli
Date Posted: January 20, 2013Last Revised: March 22, 201381 downloads
Waiting Times and Cost Sharing for a Public Health Care Service with a Private Alternative: A Multi-Agent Approach University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 18/WP/2011
Vincenzo Rebba and
Dino Rizzi
Date Posted: October 29, 2011Last Revised: May 02, 201240 downloads
Wage Regimes, Accumulation and Finance Constraints: Keynesian Unemployment Revisited
Francesco Saraceno
Date Posted: November 19, 200346 downloads
Volatility-of-Volatility : A Simple Model-Free Motivation Wilmott Magazine, September 2012
Gabriel G. Drimus
Date Posted: January 23, 2011Last Revised: November 07, 2012172 downloads
Volatility of Volatility of Financial Markets Journal of Mathematical Computer Modelling, 1998
Jennifer K. Wilson
Date Posted: September 03, 1998
Volatility of Volatility of Financial Markets DRW-98-1-VVFM
Jennifer K. Wilson
Date Posted: April 22, 1998591 downloads
Volatility in the Consumer Packaged Goods Industry: A Simulation Based Study
Abhijit Sengupta
and
Stephen E. Glavin
Date Posted: February 12, 2009Last Revised: March 16, 201068 downloads
Volatility Computed by Time Series Operators at High Frequency Olsen & Associates Working Paper No. 323
Ulrich A. Müller
Date Posted: March 21, 2000337 downloads
Volatile Stock Markets: Equilibrium Computation and Policy Analysis
Thomas M. Mertens
Date Posted: March 18, 2009Last Revised: November 22, 2011275 downloads
Visualizing Adverse Selection: An Economic Approach to the Law of Insurance Underwriting Connecticut Insurance Law Journal, Vol. 8, No. 2
Seth J. Chandler
Date Posted: January 30, 2003
Visual Portfolio Analysis
Uwe Wehrspohn
Date Posted: March 23, 20041278 downloads
Very High Order Lattice Methods for One Factor Models
Jonathan Alford and
Nick Webber
Date Posted: February 15, 2001413 downloads
Very Fast and Correctly Sized Estimation of the BDS Statistic
Ludwig Kanzler
affiliation not provided to SSRN
Date Posted: March 20, 1999515 downloads
Vertical Mergers in Procurement Markets
Charles J. Thomas
Date Posted: August 11, 2009Last Revised: October 22, 201126 downloads
Variance Swap for Local Lévy Based Stochastic Volatility with Delay
Anatoliy V. Swishchuk
Date Posted: July 17, 201039 downloads
Variance Derivatives: Pricing and Convergence
John Crosby
and
Mark Davis
affiliation not provided to SSRN
and
Imperial College London
Date Posted: May 01, 2012114 downloads
Variance and Volatility Swaps in Energy Markets
Anatoliy V. Swishchuk
Date Posted: June 21, 201093 downloads
VaR/CVaR Estimation Under Stochastic Volatility Models 2013 Financial Markets & Corporate Governance Conference
Chuan-Hsiang Han
,
Wei-Han Liu
and
Tzu-Ying Chen
Date Posted: January 17, 201380 downloads
Valuing Qualitative Options With Stochastic Volatility Quantitative Finance, Vol 9, Issue 7, 2009
Bong-Gyu Jang
and
Kum-Hwan Roh
Date Posted: November 27, 2007Last Revised: October 22, 2010
Valuing GWBs with Stochastic Interest Rates and Volatility
Sebastian Jaimungal
,
Ryan Donnelly
and
Dmitri Rubisov
Date Posted: January 14, 2012Last Revised: January 19, 2012185 downloads
Valuing Early Exercise Interest Rate Options with Multi-Factor Affine Models
Sebastian Jaimungal
and
Vladimir Surkov
affiliation not provided to SSRN
Date Posted: March 04, 2010Last Revised: November 05, 2012413 downloads
Valuing Defaultable Bonds: An Excursion Time Approach
Martina Nardon
Date Posted: December 01, 200595 downloads
Valuing Catastrophe Bonds by Monte Carlo Simulations Applied Mathematical Finance, Vol. 10, No. 1, 2003
Victor Vaugirard
Date Posted: October 26, 2004
Valuing American Put Options Using Gaussian Quadrature Review of Financial Studies, Vol. 13, Iss. 1
Michael A. Sullivan
Date Posted: October 20, 1999
Valuing American put Options using Chebyshev Polynomial Approximation London Metropolitan University Working Paper
Guglielmo Maria Caporale and
Mario Cerrato
Date Posted: March 02, 2005251 downloads
Valuing American Options Using Fast Recursive Projections Swiss Finance Institute Research Paper No. 12-26
Antonio Cosma
,
Stefano Galluccio
and
O. Scaillet
Date Posted: June 25, 2012Last Revised: June 26, 201294 downloads
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