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489,370
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398,250
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228,711
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69,655
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JEL Code: C6
847,921 Total downloads
Showing Papers 1,951 - 2,000 of 5,190
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Convergence of Heston to SVI
Quantitative Finance, Vol. 11, No. 8, pp. 1129-1132, 2011
Jim Gatheral
and
Antoine Jacquier
Baruch College, CUNY
and
Imperial College London - Department of Mathematics
Date Posted: February 19, 2010
Last Revised: July 31, 2011
Accepted Paper Series
785 downloads
Efficiency and Stock Performance of EU Banks: Is There a Relationship?
OMEGA - The International Journal of Management Science, Forthcoming
Aggeliki Liadaki
and
Chrysovalantis Gaganis
Technical University of Crete (TUC) - Department of Production Engineering and Management
and
University of Crete - Faculty of Social Sciences - Department of Economics
Date Posted: February 19, 2010
Working Paper Series
90 downloads
Monotone Comparative Statics with Separable Objective Functions
Institute for Empirical Research in Economics, University of Zurich, Working Paper No. 472
Christian Ewerhart
Department of Economics
Date Posted: February 19, 2010
Working Paper Series
27 downloads
Optimal Buy-Back Contracts with Asymmetric Information
International Journal of Management and Marketing Research, Vol. 1, No. 1, pp.23-47, 2008
Qiang Gong
Peking University
Date Posted: February 19, 2010
Accepted Paper Series
63 downloads
Endogenous Selection and Moral Hazard in Executive Compensation Contracts
Operation Research Part-2, Vol. 58, No. 4, pp. 1090-1106, July-August 2010, Rock Center for Corporate Governance at Stanford University Working Paper No. 73
Chris Armstrong ,
David F. Larcker and
Che-Lin Su
University of Pennsylvania - Accounting Department
,
Stanford University - Graduate School of Business
and
University of Chicago Booth School of Business
Date Posted: February 17, 2010
Last Revised: April 04, 2012
Accepted Paper Series
342 downloads
Monotone Comparative Statics of Characteristic Demand
Koji Shirai
Waseda University - School of Political Science and Economics
Date Posted: February 17, 2010
Last Revised: March 03, 2010
Working Paper Series
45 downloads
Climate Policy Design with Correlated Uncertainties in Offset Supply and Abatement Cost
Resources for the Future DP 10-01-REV
Harrison G. Fell
,
Dallas Burtraw ,
Richard Morgenstern
and
Karen L. Palmer
Resources for the Future
,
Resources for the Future
,
Resources for the Future
and
Resources for the Future
Date Posted: February 16, 2010
Last Revised: June 10, 2011
Working Paper Series
30 downloads
Joint Estimation of Supply and Use Tables
Umed Temurshoev
and
Marcel P. Timmer
University of Groningen - Faculty of Economics and Business
and
University of Gronigen - Faculty of Economics
Date Posted: February 16, 2010
Last Revised: February 18, 2010
Working Paper Series
39 downloads
Stability of Mean-Variance Portfolio Weights
Andrzej Palczewski
and
Jan Palczewski
University of Warsaw - Faculty of Mathematics, Informatics, and Mechanics
and
University of Leeds - School of Mathematics
Date Posted: February 16, 2010
Last Revised: March 14, 2010
Working Paper Series
248 downloads
Heterogeneous Firms and Homogenising Standards in Agri-Food Trade: The Polish Meat Case
European Review of Agricultural Economics, Vol. 36, No. 4, pp. 479-505, 2009
Marie‐Luise Rau and
Frank van Tongeren
Wageningen University and Research Center (WUR) - International Trade and Markets
and
Organization for Economic Co-Operation and Development (OECD)
Date Posted: February 15, 2010
Accepted Paper Series
American Option Pricing and Exercising with Transaction Costs
Norwegian School of Economics and Business Administration Discussion Paper No. 15/2003
Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: February 15, 2010
Working Paper Series
159 downloads
Modeling Non-Monotone Risk Aversion Using SAHARA Utility Functions
Journal of Economic Theory, Vol 146, 2011
An Chen
,
Antoon Pelsser and
Michel Vellekoop
University of Ulm - Department of Mathematics and Economics
,
Maastricht University
and
University of Twente - Department of Applied Mathematics
Date Posted: February 15, 2010
Last Revised: September 08, 2011
Accepted Paper Series
81 downloads
A Short Note on Market-Consistent Calibration of Static Recovery Rates
Chris Kenyon
and
Ralf Werner
Lloyds Banking Group - Wholesale Banking & Markets
and
Hochschule München
Date Posted: February 12, 2010
Last Revised: March 03, 2010
Working Paper Series
99 downloads
Behavioral Portfolio Selection with Loss Control
Hanqing Jin
,
Song Zhang
and
Xun Yu Zhou
Mathematical Institute
,
Peking University - School of Mathematical Science
and
University of Oxford - Nomura Centre for Mathematical Finance
Date Posted: February 12, 2010
Last Revised: September 17, 2010
Working Paper Series
111 downloads
Time-Consistent and Market-Consistent Actuarial Valuations
Antoon Pelsser
Maastricht University
Date Posted: February 12, 2010
Working Paper Series
89 downloads
The Need for Standardization in the Use of the Database Design - Case Study
Carmen Radut
and
Mihaela Albici
Universitatea Constantin Brancoveanu - Facultatea Management-Marketing in Afaceri Economice Braila
and
Universitatea Constantin Brâncoveanu
Date Posted: February 11, 2010
Working Paper Series
58 downloads
Foreign Direct Investment in a Computable General Equilibrium Framework
Peter A. Petri
Brandeis University - Brandeis International Business School
Date Posted: February 09, 2010
Working Paper Series
142 downloads
Inequality: A Panel Data Analysis of Kuznets Curve on Western Europe (1995–2006)
Miltiades N. Georgiou
Independent
Date Posted: February 09, 2010
Working Paper Series
75 downloads
Equilibrium Indeterminacy under Forward-Looking Interest Rate Rules
Kansai University Working Paper No. F-39
Ryuichi Nakagawa
Kansai University - Faculty of Economics
Date Posted: February 08, 2010
Last Revised: March 09, 2010
Working Paper Series
10 downloads
GPU Pricing of Exotic Cross-Currency Interest Rate Derivatives with a Foreign Exchange Volatility Skew Model
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: February 08, 2010
Last Revised: February 26, 2011
Working Paper Series
597 downloads
International Supply Chains and Trade Elasticity In Times of Global Crisis
World Trade Organization (Economic Research and Statistics Division) Staff Working Paper ERSD-2010-08
Hubert Escaith
,
Nannette Lindenberg
and
S. Miroudot
World Trade Organization (WTO)
,
German Development Institute
and
Organization for Economic Co-Operation and Development (OECD) - Trade Directorate (ECH)
Date Posted: February 06, 2010
Working Paper Series
209 downloads
The Premium of Marine Protected Areas: A Simple Valuation Model
Marine Resource Economics, Vol. 23, pp. 171-197, 2008
Sturla Kvamsdal
and
Leif Kristoffer Sandal
Norwegian School of Economics (NHH)
and
Norwegian School of Economics (NHH)
Date Posted: February 06, 2010
Accepted Paper Series
A Damped Diffusion Framework for Financial Modeling and Closed-Form Maximum Likelihood Estimation
Journal of Economic Dynamics and Control, Vol. 34, No. 2, 2010
Minqiang Li
Bloomberg LP
Date Posted: February 05, 2010
Accepted Paper Series
International Asset Pricing with Risk-Sensitive Agents
Riccardo Colacito and
Mariano Massimiliano Croce
University of North Carolina, Chapel Hill - Kenan-Flagler Business School
and
University of North Carolina Kenan-Flagler Business School
Date Posted: February 05, 2010
Last Revised: October 03, 2012
Working Paper Series
306 downloads
A Unified Approach to Portfolio Optimization with Linear Transaction Costs
Bodoe Graduate School of Business Working Paper No. 3/2004
Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: February 04, 2010
Last Revised: February 08, 2010
Working Paper Series
153 downloads
European Option Pricing and Hedging with Both Fixed and Proportional Transaction Costs
Norwegian School of Economics and Business Administration Discussion Paper No. 19 2002
Valeriy Zakamulin
University of Agder - Faculty of Economics
Date Posted: February 04, 2010
Working Paper Series
142 downloads
Knowledge Diffusion and Knowledge Transfer: Two Sides of the Medal
ZEW - Centre for European Economic Research Discussion Paper No. 09-080
Torben Klarl
University of Augsburg - Faculty of Business and Economics
Date Posted: February 04, 2010
Working Paper Series
39 downloads
Optimal Monetary Policy When Agents are Learning.
NHH Dept. of Economics Discussion Paper No. 7/2007
Krisztina Molnar
and
Sergio Santoro
affiliation not provided to SSRN
and
Universitat Pompeu Fabra
Date Posted: February 04, 2010
Working Paper Series
23 downloads
Optimality of (s, S) Policies for a Stochastic Inventory Model with Proportional and Lump-Sum Shortage Costs
Operations Research Letters, Forthcoming 2010
Lakdere Benkherouf
and
Suresh Sethi
Kuwait University - College of Science
and
University of Texas at Dallas - Naveen Jindal School of Management
Date Posted: February 03, 2010
Last Revised: April 30, 2010
Accepted Paper Series
70 downloads
Optimisation in Financial Engineering
Journal of Financial Transformation, Vol. 28, pp. 117-122, 2010
Manfred Gilli and
Enrico Schumann
University of Geneva - Department of Economics
and
VIP Value Investment Professionals AG
Date Posted: February 03, 2010
Last Revised: October 19, 2010
Accepted Paper Series
294 downloads
A Critique of the Literature on the US Financial Debt Crisis
CESifo Working Paper Series No. 2924
Jerome L. Stein
Brown University - Division of Applied Mathematics
Date Posted: February 01, 2010
Working Paper Series
298 downloads
Climate Change Feedback on Economic Growth: Explorations with a Dynamic General Equilibrium Model
IEFE Working Paper No. 29
Fabio Eboli
,
Ramiro Parrado
and
Roberto Roson
Fondazione Eni Enrico Mattei (FEEM)
,
Fondazione Eni Enrico Mattei (FEEM)
and
Ca Foscari University of Venice - Department of Economics
Date Posted: January 31, 2010
Working Paper Series
62 downloads
On Sunk Costs and Trade Liberalization in Applied General Equilibrium
CERGE-EI Working Paper Series No. 89
Jean Mercenier and
Nicolas Schmitt
University of Montreal - Department of Economics
and
Simon Fraser University
Date Posted: January 31, 2010
Working Paper Series
19 downloads
Transportation Problem
Mihaela Albici ,
Delia Teselios
,
Cristina Tenovici and
Carmen Radut
Universitatea Constantin Brâncoveanu
,
Universitatea Constantin Brâncoveanu
,
affiliation not provided to SSRN
and
Universitatea Constantin Brancoveanu - Facultatea Management-Marketing in Afaceri Economice Braila
Date Posted: January 30, 2010
Last Revised: November 07, 2011
Working Paper Series
51 downloads
Only the Final Outcome Matters: Persistent Effects of Efforts in Dynamic Moral Hazard
ISER Discussion Paper No. 767
Ryo Ogawa
Osaka University - Institute of Social and Economic Research
Date Posted: January 28, 2010
Last Revised: May 25, 2011
Working Paper Series
14 downloads
A Note on the Optimal Control of Stocks Accumulating with a Delay
Macroeconomic Dynamics, Vol. 15, No. 4, pp. 565-578, 2011
Ralph Winkler
University of Bern - Department of Economics
Date Posted: January 27, 2010
Last Revised: August 31, 2012
Accepted Paper Series
70 downloads
Demographic Change, Human Capital and Welfare
MEA Discussion Paper No. 196-2010
Alexander Ludwig ,
Thomas Schelkle
and
Edgar Vogel
University of Cologne - Faculty of Management, Economics and Social Sciences
,
London School of Economics & Political Science (LSE)
and
European Central Bank
Date Posted: January 27, 2010
Working Paper Series
99 downloads
Financing and Valuation of a Marginal Project by a Firm Facing Various Tax Rates
Frontiers in Finance and Economics, Vol. 5, No. 2, pp. 56-71, 2008
Axel Pierru
KAPSARC
Date Posted: January 27, 2010
Accepted Paper Series
79 downloads
Interest Rate Models for Pricing Derivatives: The Case of Cap Contracts
Antonio De Simone
University of Naples Federico II - Faculty of Economics
Date Posted: January 27, 2010
Last Revised: September 30, 2010
Working Paper Series
150 downloads
First Passage and Excursion Time Models for Valuing Defaultable Bonds: A Review with Some Insights
Frontiers in Finance and Economics, Vol. 5, No. 2, pp. 1-25, 2008
Martina Nardon
Ca Foscari University of Venice - Department of Economics
Date Posted: January 26, 2010
Accepted Paper Series
46 downloads
The Implications of European Union Sugar Price Cuts, Economic Partnership Agreement, and Development Aid for Fiji
Contemporary Economic Policy, Vol. 28, No. 1, pp. 52-64, January 2010
Renuka Mahadevan and
John Asafu-Adjaye
University of Queensland - School of Economics
and
University of Queensland - School of Economics
Date Posted: January 25, 2010
Accepted Paper Series
1 downloads
The Dynamic of Bicycle Finals: A Theoretical and Empirical Analysis of Slipstreaming
IÖB Discussion Paper No. 4/09,
Alexander Dilger and
Hannah Geyer
University of Münster
and
University of Münster
Date Posted: January 25, 2010
Working Paper Series
44 downloads
An Approximate Moving Boundary Method for American Options
McCombs Research Paper Series No. IROM-02-10
Arun Chockalingam and
Kumar Muthuraman
Eindhoven University of Technology (TUE) - Department of Industrial Engineering and Innovation Sciences
and
University of Texas at Austin - McCombs School of Business
Date Posted: January 24, 2010
Last Revised: May 27, 2010
Working Paper Series
145 downloads
The Cambridge Controversies in the Theory of Capital: A Solution to the Reswitching Puzzle
Michael Osborne
University of Sussex
Date Posted: January 24, 2010
Last Revised: August 11, 2011
Working Paper Series
91 downloads
Entry and the Accumulation of Capital: A Two State-Variable Extension to the Ramsey Model
Paulo B. Brito
and
Huw David Dixon
Technical University of Lisbon - School of Economics and Management and UECE
and
University of York (UK) - Department of Economics and Related Studies
Date Posted: January 21, 2010
Working Paper Series
6 downloads
Projection of Supply and Use Tables: Methods and their Empirical Assessment
Umed Temurshoev
,
Norihiko Yamano and
Colin Webb
University of Groningen - Faculty of Economics and Business
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 21, 2010
Last Revised: January 26, 2010
Working Paper Series
64 downloads
The Linkages between Corporate Governance and CEO Succession: A Theatrical Episode, a Theoretical Framework and an Analytical Model
Anand Saxena
,
A. T. Deb and
Mukesh K. Mehlawat
Deen Dayal Upadhyaya College
,
Delhi University
and
affiliation not provided to SSRN
Date Posted: January 21, 2010
Working Paper Series
106 downloads
Optimal Balanced Control for Call Centers
Tinbergen Institute Discussion Paper 10-013/4
Sandjai Bhulai
,
Taoying Farenhorst-Yuan
,
Bernd Heidergott and
Dinard Van der Laan
VU University Amsterdam - Faculty of Economics and Business Administration
,
affiliation not provided to SSRN
,
Free University of Amsterdam - Department of Econometrics
and
Tinbergen Institute - Tinbergen Institute Amsterdam (TIA)
Date Posted: January 20, 2010
Working Paper Series
54 downloads
Investment Forecasting with Multivariate Linear Regression
James R. Fuller
The Boeing Company (Retired)
Date Posted: January 19, 2010
Working Paper Series
75 downloads
Long Run Concepts in New Zealand Macroeconomic and CGE Models
MACROECONOMIC MODELING OF THE LONG RUN, C. Hargreaves, ed., pp. 95-117, 1992
Viv Hall
Victoria University of Wellington - School of Economics & Finance
Date Posted: January 19, 2010
Working Paper Series
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