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JEL Code: C6
836,994 Total downloads
Showing Papers 1,721 - 1,770 of 5,139
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Fast Valuation and Calibration of Credit Default Swaps Under Levy Dynamics
Fang Fang ,
Henrik Jönsson
,
Cornelis W. Oosterlee and
Wim Schoutens
Date Posted: June 22, 201084 downloads
Pricing Constant Maturity Credit Default Swaps Under Jump Dynamics Journal of Credit Risk Vol. 5, No. 1, pp. 1-21, 2009
Henrik Jönsson
and
Wim Schoutens
Date Posted: June 22, 201052 downloads
Variance and Volatility Swaps in Energy Markets
Anatoliy V. Swishchuk
Date Posted: June 21, 201093 downloads
Broadband Openness Rules are Fully Justified by Economic Research NET Institute Working Paper No. 10-02, NYU Law and Economics Research Paper No. 10-31
Nicholas Economides
Date Posted: June 20, 2010Last Revised: July 12, 2010176 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, 2011101 downloads
Abilities, Mobilities, And The Beta Wealth Distribution
Murray Brown and
Shin-Hwan Chiang
Date Posted: June 17, 2010Last Revised: March 07, 201237 downloads
Pension Reform with Variable Retirement Age - A Simulation Analysis for Germany Netspar Discussion Paper No. 02/2010-013
Hans Fehr ,
Manuel Kallweit
and
Fabian Kindermann
affiliation not provided to SSRN
and
University of Würzburg - Institute of Economics and Social Sciences
Date Posted: June 17, 201065 downloads
The Research of Investor Protection Under the Common Law Framework
Gu Zhihui
Date Posted: June 17, 201024 downloads
A Direct Proof of the Existence of Pure Strategy Equilibria in Large Generalized Games with Atomic Players Documento CEDE No. 2010-13
Alvaro Riascos
and
Juan Pablo Torres-Martinez
Date Posted: June 16, 201018 downloads
The Optimal Investment Policy for the Pension Benefit Guaranty Corporation
Katarzyna Romaniuk
Date Posted: June 16, 2010Last Revised: March 14, 201157 downloads
Optimal Premium Principles and Capital Allocation Principles - The General Case
Yaniv Zaks
Date Posted: June 15, 2010Last Revised: November 04, 201052 downloads
Optimal Tax Progressivity in Unionised Labour Markets: Simulation Results for Germany ZEW - Centre for European Economic Research Discussion Paper No. 10-035
Stefan Boeters
Date Posted: June 15, 201011 downloads
Forecast and Rolling Horizons Under Demand Substitution and Production Changeovers: Analysis and Insights Johnson School Research Paper Series No. 23-2011
Amit Bardhan
,
Milind Dawande
,
Srinagesh Gavirneni
,
Yinping Mu
and
Suresh Sethi
Date Posted: June 14, 2010Last Revised: March 27, 201156 downloads
Replicating Hedge Fund Indices with Optimization Heuristics Swiss Finance Institute Research Paper No. 10-22
Manfred Gilli ,
Enrico Schumann
,
Gerda Cabej
and
Jonela Lula
Date Posted: June 13, 2010248 downloads
The Term Structure of Implied Volatility in Symmetric Models with Applications to Heston
Stefano De Marco
and
Claude Martini
Date Posted: June 13, 2010Last Revised: November 20, 2010220 downloads
Optimal Stratification of Sampling Frames in a Multivariate and Multidomain Sample Design
Marco Ballin
and
Giulio Barcaroli
affiliation not provided to SSRN
and
Government of the Italian Republic (Italy) - National Institute of Statistics (Istat)
Date Posted: June 12, 201040 downloads
Dynamic Lot-Sizing in Sequential Online Retail Auctions
Xi Chen
,
Archis Ghate
and
Arvind Tripathi
affiliation not provided to SSRN
,
University of Washington
and
affiliation not provided to SSRN
Date Posted: June 11, 2010
Optimal Monetary Policy When Agents are Learning CESifo Working Paper Series No. 3072
Krisztina Molnar
and
Sergio Santoro
affiliation not provided to SSRN
and
Universitat Pompeu Fabra
Date Posted: June 10, 201047 downloads
A Quasi-Analytical Interpolation Method for Pricing American Options Under General Multi-Dimensional Diffusion Processes Review of Derivatives Research, Vol. 13, No. 2, pp. 177-217, 2010
Minqiang Li
Date Posted: June 09, 2010
Decay Factor Optimisation in Time Weighted Simulation - Evaluating VAR Performance
Sasa Zikovic
and
Bora Aktan
Date Posted: June 09, 2010126 downloads
Downside Risk Optimization in Securitized Real Estate Markets ZEW - Centre for European Economic Research Discussion Paper No. 10-034
Tim-Alexander Kroencke
and
Felix Schindler
Date Posted: June 09, 2010169 downloads
Recovery Rates in Investment-Grade Pools of Credit Assets: A Large Deviations Analysis
Konstantinos Spiliopoulos
and
Richard Sowers
Date Posted: June 09, 201027 downloads
Uncertainty About the Persistence of Inflation BGPE Discussion Paper No. 91
Nicolas Pinkwart
Date Posted: June 08, 201026 downloads
Approximate Dynamic Programming for Capacity Allocation in the Service Industry European Journal of Operational Research, Vol. 218 (1), 239-250.
Hans-Jörg Schütz
and
Rainer Kolisch
Date Posted: June 06, 2010Last Revised: August 15, 201295 downloads
Quantitative Breuer-Major Theorems CREATES Research Paper No. 2010-22
Mark Podolskij
Date Posted: June 06, 201013 downloads
Patent-Investment Games Under Asymmetric Information
Chi Man Leung
and
Yue Kuen Kwok
Date Posted: June 05, 201046 downloads
Variety Gains of Trade Integration in a Heterogeneous Firm Model LICOS Centre for Institutions and Economic Performance Discussion Paper No. 258/2010
d'Artis Kancs
Date Posted: June 05, 201032 downloads
Does Model Fit Matter for Hedging? Evidence from FTSE 100 Options Henley University ICMA Centre Discussion Paper in Finance No. DP2010-05
Carol Alexander and
Andreas Kaeck
Date Posted: June 04, 2010149 downloads
Macromodel Simulations for the Romanian Economy Romanian Journal of Economic Forecasting, No. 2, 2010
Emilian Dobrescu
Date Posted: June 04, 2010255 downloads
Simulation of the European Electricity Market and CCS Development with the HECTOR Model FCN Working Paper No. 6/2009
Richard Lohwasser
and
Reinhard Madlener
Date Posted: June 04, 201041 downloads
Stochastic Optimal Growth with a Non-Compact State Space Journal of Mathematical Economics, Vol. 43, 2007
Yuzhe Zhang
Date Posted: June 04, 201010 downloads
Stochastic Volatility III: Volatility Models and Volatility Surfaces
Paolo Vanini
Date Posted: June 04, 2010369 downloads
A Note on ‘Good Starting Values’ in Numerical Optimisation
Manfred Gilli and
Enrico Schumann
Date Posted: June 03, 2010Last Revised: September 16, 201096 downloads
Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets
Holger Kraft
,
Frank Thomas Seifried
and
Mogens Steffensen
Date Posted: June 03, 2010Last Revised: June 28, 2011373 downloads
Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games CentER Discussion Paper Series No. 2011-41, Revision of 2010-56
Puduru Viswanadha Reddy
and
Jacob C. Engwerda
Date Posted: June 03, 2010Last Revised: April 14, 201154 downloads
Colombia: Increasing Exports and Its Effects on Economic Growth, Labor and Poverty (In Spanish) Development and Society, Vol. 53, pp. 193-226, 2004
Fabio Sanchez and
Gustavo Hernández
Date Posted: June 02, 201028 downloads
A New Approach for Modeling and Understanding Optimal Monetary Policy Economics Letters, Vol. 100, No. 1, 2008
Katarzyna Romaniuk
Date Posted: June 01, 2010
Capacity Allocation for Demand of Different Customer-Product-Combinations with Cancellation, No-Shows, and Overbooking When There is a Sequential Delivery of Service
Hans-Jörg Schütz
and
Rainer Kolisch
Date Posted: June 01, 2010Last Revised: October 18, 201098 downloads
The Optimal Asset Allocation of the Main Types of Pension Funds: A Unified Framework Geneva Risk and Insurance Review, Vol. 32, No. 2, 2007
Katarzyna Romaniuk
Date Posted: June 01, 2010
The Options Embedded within Pension Plans: Types, Valuation Principles and Effects on Optimal Investment Policies Bankers, Markets & Investors, Forthcoming
Katarzyna Romaniuk
Date Posted: June 01, 2010
A Unionized Oligoply with Bounded Rational Agents
Anna K. Goeddeke
Date Posted: May 30, 201042 downloads
A Model of Deliberation Based on Rawls’s Political Liberalism Social Choice and Welfare, Vol. 36, pp. 121–178, 2011,
Mostapha Benhenda
Date Posted: May 29, 2010Last Revised: February 13, 201278 downloads
Dynamic Versus Static Optimization of Hedge Fund Portfolios: The Relevance of Performance Measures International Journal of Business, Vol. 15, No. 1, 2010
Rania Hentati-Kaffel
,
Jean-Luc Prigent
and
Ameur Kaffel
affiliation not provided to SSRN
Date Posted: May 29, 2010Last Revised: June 14, 2010
Computationally Simple and Unified Approach to Finite and In finite Horizon Clark-Scarf Inventory Model
Charu Sinha
,
Matthew J. Sobel and
Volodymyr Babich
Date Posted: May 28, 2010Last Revised: April 03, 201240 downloads
Managing Opportunistic Supplier Product Adulteration: Deferred Payments, Inspection, and Combined Mechanisms. Extended Technical Report
Volodymyr Babich
and
Christopher S. Tang
Date Posted: May 28, 2010Last Revised: April 03, 2012145 downloads
Sets in Excess Demand in Ascending Auctions with Unit-Demand Bidders CentER Discussion Paper No. 2010-51
Tommy Andersson
,
Christer Andersson
and
Dolf Talman
Date Posted: May 25, 201034 downloads
Complex Logarithms and the Piecewise Constant Extension of the Heston Model Wilmott Journal, Forthcoming
Shamim Afshani
Date Posted: May 24, 2010Last Revised: June 30, 2010108 downloads
Taxation Effects on the Optimal Pension Fund Portfolio
Katarzyna Romaniuk
Date Posted: May 23, 2010Last Revised: October 03, 201154 downloads
The Optimal Alternative to the Delta Hedge in the Black and Scholes' (1973) World
Katarzyna Romaniuk
Date Posted: May 23, 2010Last Revised: May 27, 2010108 downloads
A Portfolio Approach to the Optimal Mix of Paygo and Funded Pension Systems
Katarzyna Romaniuk
Date Posted: May 22, 2010Last Revised: October 03, 201132 downloads
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