PO Box 90153
Tilburg, 5000 LE Ti
Netherlands
Tilburg School of Economics and Management
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Robustness, Model Risk, Worst-Case Risk, Risk Management, Kullback-Leibler Divergence, Divergence Estimation, Sequential Monte Carlo
Basis risk, least-squares Monte Carlo, liquidity risk, margin calls, model risk, periodic premia, variable annuities
basis risk, cross-hedging, hedging error, incomplete markets, least-squares Monte Carlo
moral decision making, division of labor, shared guilt, diffusion of responsibility, institutions and morals, committee decisions, moral transgression
Moral Decision Making, Shared Guilt, Group Absolution, Di ffused Responsibility, Institutional Design, Committee Decisions, Moral Transgression
Information Design, Information Nudge, Present-Biased Preferences, Self Control
information design, information nudges, present-biased preferences, self-control
λ-regularity, Myerson regularity, monotone hazard rate, auctions, mechanism design, approximation
Optimal Investment, Smooth Ambiguity, Ambiguity Aversion, Time-Consistency, Pre-Commitment
Precautionary saving, insurance, mean variance preferences
test design, revelation of information, design of beliefs, medical tests, anticipatory utility, Huntington’s Disease
F-Divergences, Model Risk, Robustness
auctions, information release, information partitions, order statistics, stochastic orders, dispersion, dispersive order, excess wealth order
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: MAFI.pdf Size: 0K
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
BSDE, numerical approximation, Monte Carlo, option pricing
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2794915.pdf Size: 537K
American options, branching, multilevel Monte Carlo, nested simulation, splitting, variance reduction
