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JEL Code: C63
290,712 Total downloads
Showing Papers 351 - 400 of 1,416
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The Hitting Time Density for a Reflected Brownian Motion Computational Economics, 2011
Xuewei Yang
,
Qin Hu
and
Yongjin Wang
Date Posted: June 15, 201138 downloads
Learning to Trade in an Unbalanced Market
Florian Hauser
and
Marco LiCalzi
Date Posted: June 12, 2011Last Revised: June 16, 201113 downloads
Investment Strategies and Compensation of a Mean-Variance Optimizing Fund Manager
Jan Palczewski
and
Georgios Aivaliotis
Date Posted: June 07, 2011Last Revised: April 21, 201287 downloads
A Fast Method for the Computation of Option Prices Based on the N-Point Pade Approximant
Date Posted: June 06, 2011Last Revised: December 12, 201198 downloads
Moment-Based CVaR Estimation: Quasi-Closed Formulas
Patrizia Stucchi
Date Posted: June 04, 201147 downloads
Portfolio Optimization for VAR, CVaR, Omega and Utility with General Return Distributions: A Monte Carlo Approach for Long-Only and Bounded Short Portfolios with Optional Robustness and a Simplified Approach to Covariance Matching
William Thornton Shaw
Date Posted: June 03, 2011416 downloads
Bayesian Inference for Hedge Funds with Stable Distribution of Returns RETHINKING RISK MEASURING AND REPORTING, Vol. 2, Klaus Bocker, ed., Risk Books, 2010
Svetlozar Rachev
,
Daniel Edelman and
Frank J. Fabozzi
Date Posted: June 02, 2011
Exact Likelihood Computation for Nonlinear DSGE Models with Heteroskedastic Innovations ECB Working Paper No. 1341
Gianni Amisano
and
Oreste Tristani
Date Posted: May 31, 201121 downloads
A Fast Bipartite Algorithm for Fair Tontines
Michael J. Sabin
Date Posted: May 24, 201133 downloads
New Efficient Versions of Fourier Transform Method in Applications to Option Pricing
Svetlana Boyarchenko and
Sergei Levendorskii
Date Posted: May 24, 2011Last Revised: June 06, 2011229 downloads
Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis
Quamrul Ashraf ,
Boris Gershman
and
Peter Howitt
Date Posted: May 23, 201116 downloads
Ambiguity and the Historical Equity Premium
Sujoy Mukerji ,
Fabrice Collard
,
Kevin Sheppard and
J.-Marc Tallon
Date Posted: May 19, 201147 downloads
Time-Dependent Trading Strategies in a Continuous Double Auction University Ca' Foscari of Venice, Department of Economics Research Paper No. 3
Shira Fano
and
Paolo Pellizzari
Date Posted: May 17, 201140 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
Ambiguity and the Historical Equity Premium
Fabrice Collard
,
Sujoy Mukerji ,
Kevin Sheppard and
J.-Marc Tallon
Date Posted: May 16, 2011125 downloads
Asset Prices in a News Driven Real Business Cycle Model
Aytek Malkhozov
and
Maral Shamloo
Date Posted: May 13, 201119 downloads
Asset Prices in Affine Real Business Cycle Models
Aytek Malkhozov
and
Maral Shamloo
Date Posted: May 13, 201123 downloads
Columnar Electromagnetic Influences on Short-Term Memory at Multiple Scales
Date Posted: May 13, 201118 downloads
The Case of Negative Day-Ahead Electricity Prices Energy Economics, Vol. 35, No. 1, 2013
Enzo Fanone ,
Andrea Gamba and
Marcel Prokopczuk
Date Posted: May 13, 2011Last Revised: January 25, 2013184 downloads
Hydropower Production Strategies: Impacts on Emissions and Windfall Profits
Maria Kopsakangas-Savolainen
and
Rauli Svento
Date Posted: May 11, 2011Last Revised: February 28, 201332 downloads
On the Pricing and Sensitivity of Spread Options on Two Correlated Assets
Teodora Baeva
affiliation not provided to SSRN
Date Posted: May 10, 2011190 downloads
A Reinforcement Learning Approach to Solving Incomplete Market Models with Aggregate Uncertainty
Andrei Jirnyi
and
Vadym Lepetyuk
Date Posted: May 09, 201131 downloads
Technical Analysis with a Long Term Perspective: Trading Strategies and Market Timing Ability International Conference of the French Finance Association (AFFI), May 11-13, 2011
Dušan Isakov and
Didier Marti
Date Posted: May 09, 2011Last Revised: August 12, 20111133 downloads
Numerical Approximation of Option Premia in Displaced-Lognormal Heston Models
Andrew Samuel Dickinson
Date Posted: May 07, 2011Last Revised: May 30, 2011190 downloads
Optimal Dual Martingales, Their Analysis and Application to New Algorithms for Bermudan Products
John Schoenmakers
and
Junbo Huang
affiliation not provided to SSRN
Date Posted: May 05, 201142 downloads
American Option Sensitivities Estimation via a Generalized IPA Approach
Nan Chen
and
Yanchu Liu
Date Posted: May 04, 2011Last Revised: February 27, 201273 downloads
An Epidemic Model of Mass Killing and Public Support in Civil War
Yuri M. Zhukov
Date Posted: May 04, 201143 downloads
Existence of a Pure Strategy Equilibrium in Markov Games with Strategic Complementarities for Finite Actions and States
Takahiro Watanabe and
Hideaki Yamashita
affiliation not provided to SSRN
Date Posted: May 04, 201143 downloads
Numerical Solution of Dynamic Equilibrium Models Under Poisson Uncertainty CESifo Working Paper Series No. 3431
Olaf Posch
and
Timo Trimborn
Date Posted: May 04, 201133 downloads
Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance
Cristian Homescu
affiliation not provided to SSRN
Date Posted: May 02, 2011Last Revised: September 12, 2011824 downloads
Appraisal of System Dynamics and Utility in the Economic Analysis Macroeconomics Aggregative Models Journal, Vol. 4, No. 41, 2011
Issam A.W. Mohamed
Date Posted: April 30, 2011Last Revised: May 18, 201135 downloads
Real Time Counterparty Credit Risk Management in Monte Carlo
Luca Capriotti
,
Jacky Lee and
Matthew Peacock
Date Posted: April 28, 2011520 downloads
Continuous Workout Mortgages
Robert J. Shiller ,
Rafal M. Wojakowski ,
Muhammed Shahid Ebrahim
and
Mark B. Shackleton
Date Posted: April 27, 201144 downloads
Rewarding Value-Creating Ideas in Organizations: The Power of Low-Powered Incentives Forthcoming, The Strategic Management Journal
Oliver Baumann and
Nils Stieglitz
Date Posted: April 25, 2011Last Revised: January 09, 201382 downloads
A Generalized Endogenous Grid Method for Non-Concave Problems
Giulio Fella
Date Posted: April 24, 201192 downloads
Continuous Workout Mortgages Cowles Foundation Discussion Paper No. 1794
Robert J. Shiller ,
Rafal M. Wojakowski ,
Muhammed Shahid Ebrahim
and
Mark B. Shackleton
Date Posted: April 23, 201140 downloads
Network Neutrality and Network Management Regulation: Quality of Service, Price Discrimination, and Exclusive Contracts NET Institute Working Paper No. 11-02
Nicholas Economides and
Joacim Tåg
Date Posted: April 20, 2011106 downloads
Exploring Relationships between Legal Concepts in the United States Supreme Court
Michael James Bommarito II
Date Posted: April 19, 201156 downloads
On the Effect of Skewness and Kurtosis Misspecification on the Hedging Error Economic Notes, Vol. 39, Issue 3, pp. 203-226, 2010
Flavio Angelini and
Marco Nicolosi
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: April 18, 20111 downloads
Job Search Under Uncertainties
Yuta Motoyama
affiliation not provided to SSRN
Date Posted: April 18, 201111 downloads
Application of a Modified Generalized Regression Neural Networks Algorithm in Economics and Finance International Journal of Advanced Research in Computer Science, Vol. 2, No. 2, 2011
Eleftherios Giovanis
Date Posted: April 17, 2011
GARCH - Monte-Carlo Simulation Models with Wavelets Decomposition Algorithm for Stock Returns Prediction International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
Eleftherios Giovanis
Date Posted: April 17, 2011Last Revised: April 29, 2011172 downloads
Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
Dimitris Korobilis
Date Posted: April 17, 201141 downloads
Ordinary Least Squares and Genetic Algorithms Optimization in Smoothing Transition Autoregressive (STAR) Models International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
Eleftherios Giovanis
Date Posted: April 17, 2011Last Revised: April 29, 201149 downloads
Study of Discrete Choice Models and Artificial Intelligence Approaches in the Prediction of Economic Crises International Journal of Computer Information Systems, Vol. 2, No. 3, 2011
Eleftherios Giovanis
Date Posted: April 17, 2011Last Revised: April 29, 201139 downloads
The Pricing of Equity-Linked Contingent Claims Under a Lognormal Short Rate Dynamics
Rosa Cocozza
and
Antonio De Simone
Date Posted: April 14, 2011
Causes of Financial Instability: Don’t Forget Finance Levy Economics Institute of Bard College Working Paper No. 665
Dirk J. Bezemer
Date Posted: April 13, 201180 downloads
ROM Simulation with Random Rotation Matrices ICMA Centre Discussion Papers in Finance No. DP2011-06
Dan Ledermann
and
Carol Alexander
Date Posted: April 12, 2011Last Revised: April 30, 201137 downloads
'Managed Competition' for Ireland? TILEC Discussion Paper No. 2011-023
Misja C. Mikkers
and
Padhraig Ryan
Date Posted: April 06, 2011245 downloads
Pricing Average Options Under Time-Changed Levy Processes Review of Derivatives Research, Forthcoming
Akira Yamazaki
Date Posted: April 06, 2011Last Revised: May 13, 2013131 downloads
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