Walailuck Chavanasporn

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

372

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Numerical Simulation of a Diffusion Type Evolutionary Stock Market Model

Number of pages: 19 Posted: 26 Feb 2008
Walailuck Chavanasporn and Christian-Oliver Ewald
affiliation not provided to SSRN and University of Glasgow
Downloads 153 (232,841)

Abstract:

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Behavioral Finance, Evolutionary Finance, Wealth dynamics

2.

A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control

Number of pages: 26 Posted: 19 Jul 2010
Walailuck Chavanasporn and Christian-Oliver Ewald
affiliation not provided to SSRN and University of Glasgow
Downloads 143 (246,153)
Citation 2

Abstract:

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numerical stochastic optimal control, dynamic programming, computational economics, investment decisions

3.

Privatization of Businesses and Flexible Investment: A Real Option Approach

Number of pages: 19 Posted: 19 Jul 2010
Walailuck Chavanasporn and Christian-Oliver Ewald
affiliation not provided to SSRN and University of Glasgow
Downloads 76 (377,240)

Abstract:

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investment decisions, privatization, real options, industrial organization, stochastic optimal control, dynamic programming