Poschinger Str. 5
Providence, RI 02912
Brown University - Division of Applied Mathematics
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Default Risk, Foreign Debt, Stochastic Optimal Control, Debt Rescheduling, Uncertainty
stochastic optimal control, mortgage and financial crises, Ito equation, optimal dynamic risk management, warning signals of crisis, optimal leverage and debt ratios, Congressional Oversight Panel, Case-Shiller index
Stochastic optimal control, Mortgage and Financial Crises, Ito equation, Optimal Dynamic Risk management, Warning Signals of crisis, Optimal Leverage and Debt ratios, Congressional Oversight Panel, Case-Shiller index
optimization, banking, stochastic optimal control, agriculture debt crisis, subprime mortgage crisis
Optimization, banking, stochastic optimal control, agriculture debt crisis, subprime mortgage crisis
Stochastic optimal control, foreign debt, international finance, current account, vulnerability to external shocks
Euro, NATREX, BEER, Equilibrium Exchange Rates, International Capital Flows, Misalignment
stochastic optimal control, debt, international finance, US agricultural crisis, Mean-Variance analysis, Hamilton-Jacobi-Bellaman equation
European debt crisis, excess debt, early warning signals, domestic housing sector, government deficit debt
European economic crisis, financial crisis, Euro instability, government policy, Spain financial crisis, Ireland financial crisis, Portugal bailout, Greece bailout
Stochastic Optimal Control, Foreign Debt, International Finance, Vulnerability to External Shocks, Sustainable Current Account Deficits
asian crises, optimal debt, equilibrium exchange rates, NATREX, stochastic optimal control, warning signals of crises, exchange rate misalignment
transition economies, NATREX model, equilibrium real exchange rates, current account deficits, euro area
Stochastic optimal control, warning signals of crisis, optimal leverage and debt ratios
Greenspan, Quants, Stochastic Optimal Control, Warning Signals of crisis, Optimal Leverage, Debt ratios
stochastic optimal control, dynamic optimization, mortgage crisis, Ito equation, risk aversion, debt management, warning signals
stochastic optimal control, foreign debt, NATREX, vulnerability to external shocks, sustainable current account, warning signals of debt crisis, exchange rate misalignments
Stochastic optimal control, Dynamic Optimization, Ito equation, Risk aversion, Debt Management, Mortgage Crisis, Warning signals
U.S. current account deficits, external debt, stochastic optimal control, dynamic
AIG, Insurance, Stochastic Optimal Control, Optimal Capital Requirements, Risk, Financial Crises
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Greenspan, Capital Requirements, Stochastic Optimal Control, Warning Signals of Crisis, Optimal Leverage and Debt Ratios, Bubbles
Stochastic inter-temporal optimization, international debt, uncertainty, risk
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