1.
A Jump Diffusion Model for Option Pricing
Number of pages: 36
Posted: 16 Sep 2000
Working Paper Series
Boston University
Downloads
3,540
2.
Mathematical Recommendations to Fight Against COVID-19
Number of pages: 13
Posted: 09 Mar 2020
Working Paper Series
École Normale Supérieure (ENS), University of Paris-Saclay - Ecole Polytechnique, University of Paris-Saclay - Ecole Polytechnique and Ecole Polytechnique
Downloads
2,573
3.
Gmos, Trade Policy, and Welfare in Rich and Poor Countries
CIES Working Paper No. 21
Number of pages: 43
Posted: 14 Jul 2000
Working Paper Series
Danish Research Institute of Food Economics (FOI) - Agricultural Policy Division and University of Adelaide - Centre for International Economic Studies (CIES)
Downloads
2,206
4.
Deep Equilibrium Nets
Number of pages: 81
Posted: 10 Jun 2019
Last Revised: 22 Jan 2022
Working Paper Series
University of Pennsylvania, University of Zurich and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
2,078
5.
Assessing Climate Change Impacts: Agriculture
FEEM Working Paper No. 94.05, CMCC Research Paper No. 2
Number of pages: 39
Posted: 09 Aug 2005
Last Revised: 20 May 2014
Working Paper Series
University of Milan - Department of Economics, Business and Statistics and UNESCO/ IAEA , The Abdus Salam International Center of Theoretical Physics
Downloads
2,036
6.
Functional Forms for Tractable Economic Models and the Cost Structure of International Trade
Number of pages: 61
Posted: 26 Sep 2018
Last Revised: 26 Sep 2018
Working Paper Series
University of Tokyo - Graduate School of Economics and Plural Technology Collaboratory, Microsoft Research Special Projects
Downloads
1,994
7.
Option Pricing Under a Double Exponential Jump Diffusion Model
Number of pages: 21
Posted: 24 Sep 2001
Working Paper Series
Boston University and Brown University
Downloads
1,636
8.
Global DSGE Models
Number of pages: 69
Posted: 15 Apr 2020
Last Revised: 10 Jan 2023
Working Paper Series
Georgetown University - Department of Economics, Tsinghua University - School of Economics & Management and Shanghai University of Finance and Economics
Downloads
1,494
9.
Global Macroeconomic Scenarios of the COVID-19 Pandemic
CAMA Working Paper No. 62/2020
Number of pages: 60
Posted: 30 Jun 2020
Last Revised: 29 Oct 2020
Working Paper Series
Australian National University and The Australian National University; Centre of Excellence in Population Ageing Research (CEPAR)
Downloads
1,391
10.
Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry
Number of pages: 39
Posted: 14 Jan 2021
Last Revised: 27 Dec 2021
Working Paper Series
Fidelity Investments, Inc.
Downloads
1,378
11.
The Impact of Ageing on Demand, Factor Markets and Growth
Number of pages: 100
Posted: 06 Apr 2005
Working Paper Series
CEPII, Paris, Organization for Economic Co-Operation and Development (OECD), Organisation for Economic Cooperation and Development, OECD, Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and Republic of Korea - Ministry of Finance and Economy
Downloads
1,251
12.
Climate Change and Economic Growth: Impacts and Interactions
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 07_10
Number of pages: 18
Posted: 26 Apr 2010
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia and World Bank
Downloads
1,190
13.
Unilateral Carbon Taxes, Border Tax Adjustments, and Carbon Leakage
University of Chicago Institute for Law & Economics Olin Research Paper No. 600
Number of pages: 43
Posted: 02 Jun 2012
Working Paper Series
University of Chicago, University of Chicago, University of Chicago - Department of Economics, University of Chicago, Argonne National Laboratory and University of Chicago - Law School
Downloads
1,175
14.
Term Structure and Roll Yield: Not Your Father’s Backwardation
Number of pages: 39
Posted: 17 May 2010
Last Revised: 15 Jun 2010
Working Paper Series
IQ3 Solutions Group and Pepperdine University - Graziadio School of Business
Downloads
1,104
15.
Assessing the Economic Impacts of Climate Change
FEEM (Fondazione Eni Enrico Mattei), Review of Environment, Energy and Economics (Re3), February 2012
Number of pages: 11
Posted: 28 Mar 2012
Working Paper Series
University of Milan - Department of Economics, Business and Statistics, Fondazione Eni Enrico Mattei (FEEM) and Fondazione Eni Enrico Mattei (FEEM), CMCC - Euro Mediterranean Centre for Climate Change
Downloads
1,066
16.
An Equilibrium Model of Investment Under Uncertainty
Haas School of Business Working Paper, 2002
Number of pages: 57
Posted: 21 Jan 2003
Working Paper Series
Simon Business School, University of Rochester
There are 2 versions of this paper
An Equilibrium Model of Investment Under Uncertainty
Haas School of Business Working Paper, 2002
Number of pages: 57
Posted: 21 Jan 2003
Downloads
1,023
An Equilibrium Model of Investment under Uncertainty
The Review of Financial Studies, Vol. 20, Issue 5, pp. 1461-1502, 2007
Posted: 25 Jun 2008
Downloads
1,023
17.
The Opportunity Cost of the U.S. Withdrawal from the TPP: A CGE Approach
Journal of International Trade & Commerce, Vol. 14, No. 1, pp. 23-43, February 2018
Number of pages: 21
Posted: 24 May 2018
Accepted Paper Series
Pukyong National University
Downloads
1,005
18.
Balancing a Social Accounting Matrix: Theory and Application (Revised Edition)
Number of pages: 26
Posted: 23 May 2014
Working Paper Series
INRS-UCS Université du Québec, International Food Policy Research Institute (IFPRI) and Partnership for Economic Policy (PEP)
Downloads
984
19.
Machine Learning for High-Dimensional Dynamic Stochastic Economies
Number of pages: 38
Posted: 06 Mar 2017
Last Revised: 10 Aug 2017
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Purdue University
Downloads
937
20.
Carbon Tax and Revenue Recycling: Impacts on Households in British Columbia
Resource and Energy Economics, Vol. 41, 2015
Number of pages: 49
Posted: 08 Sep 2014
Last Revised: 07 Aug 2015
Working Paper Series
University of Waterloo, University of Ottawa - Graduate School of Public and International Affairs, Wilfrid Laurier University - School of Business & EconomicsBalsillie School of International Affairs and Statistics Norway
Downloads
936
21.
Calibration of Credit Spread Scenarios for Monte Carlo Simulations
Number of pages: 117
Posted: 13 Jun 2012
Last Revised: 16 Jun 2012
Working Paper Series
Ecole Nationale des Ponts et Chaussées (ENPC)
Downloads
895
22.
A Successful Assessment of the Economic Impacts of Ecological Transition Policies in the EU Requires the European Commission to Broaden the Range of Its Modelling Tools
Number of pages: 81
Posted: 01 Dec 2023
Last Revised: 13 Feb 2024
Working Paper Series
Ecole Normale Supérieure (ENS) d'Ulm and Catholic University of Louvain (UCL)
Downloads
843
23.
Assessing the Impacts of Trade on Poverty and Inequality
Number of pages: 11
Posted: 01 Oct 2003
Working Paper Series
Development Bank of Latin America - CAF and The World Bank
There are 2 versions of this paper
Assessing the Impacts of Trade on Poverty and Inequality
Number of pages: 11
Posted: 01 Oct 2003
Downloads
825
Downloads
825
24.
Recursive Equilibrium in Krusell and Smith (1998)
Journal of Economic Theory, Forthcoming
Number of pages: 106
Posted: 03 Nov 2016
Last Revised: 11 Dec 2019
Accepted Paper Series
Georgetown University - Department of Economics
Downloads
804
25.
'Quantum Equilibrium-Disequilibrium': Asset Price Dynamics, Symmetry Breaking, and Defaults as Dissipative Instantons
Number of pages: 51
Posted: 15 Aug 2018
Last Revised: 29 May 2019
Working Paper Series
Fidelity Investments, Inc. and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads
782
26.
A Comprehensive Machine Learning Framework for Dynamic Portfolio Choice With Transaction Costs
Swiss Finance Institute Research Paper No. 23-114
Number of pages: 70
Posted: 18 Aug 2023
Last Revised: 27 Nov 2023
Working Paper Series
University of Zurich, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Geneva
Downloads
769
27.
Agency-Based Asset Pricing
Number of pages: 49
Posted: 21 Feb 2006
Last Revised: 07 Nov 2011
Working Paper Series
Yale School of Management, Tsinghua University, SEM and Georgia State University
There are 2 versions of this paper
Agency-Based Asset Pricing
Number of pages: 49
Posted: 21 Feb 2006
Last Revised: 07 Nov 2011
Downloads
759
Agency-Based Asset Pricing
NBER Working Paper No. w12084
Number of pages: 49
Posted: 11 May 2006
Last Revised: 10 Jul 2022
Downloads
70
Downloads
759
28.
Long-Term Portfolio Management with a Structural Macroeconomic Model
Swiss Finance Institute Research Paper No. 13-45
Number of pages: 54
Posted: 15 Sep 2013
Working Paper Series
Joint Research Center of the European Commission, University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
745
29.
Information and Inventories in High-Frequency Trading
Swiss Finance Institute Research Paper No. 15-35
Number of pages: 15
Posted: 02 Sep 2015
Last Revised: 04 Sep 2017
Working Paper Series
Imperial College London - Department of Mathematics and Columbia University
Downloads
714
30.
Bank Capital Channels in the Monetary Transmission Mechanism
Bank of England Working Paper No. 313
Number of pages: 52
Posted: 27 Feb 2007
Working Paper Series
EBRD - Economics, Policy and Governance
Downloads
708
31.
Fifth-Order Perturbation Solution to DSGE Models
Number of pages: 31
Posted: 09 Dec 2013
Last Revised: 02 Mar 2017
Working Paper Series
Reichman University - Interdisciplinary Center (IDC) Herzliyah
Downloads
705
32.
What is the Best Environmental Policy? Taxes, Permits and Rules under Economic and Environmental Uncertainty
CESifo Working Paper Series No. 2980
Number of pages: 37
Posted: 01 Apr 2010
Working Paper Series
Athens University of Economics and Business - Department of International and European Economic Studies, Athens University of Economics and Business - Department of International and European Economic Studies and Athens University of Economics and Business - Department of Economics
Downloads
662
33.
How U.S. Agriculture Will Fare Under the USMCA and Retaliatory Tariffs
GTAP Working Paper No. 84
Number of pages: 22
Posted: 28 Jan 2019
Working Paper Series
Purdue University, Department of Agricultural Economics, Purdue University - Department of Agricultural Economics and World Bank
Downloads
660
34.
Agricultural Trade Reform and the Doha Development Agenda
Number of pages: 40
Posted: 08 Jul 2005
Working Paper Series
University of Adelaide - Centre for International Economic Studies (CIES) and International Food Policy Research Institute (IFPRI)
Downloads
652
35.
Measuring the Impact of Tourism Upon Urban Economies: A Review of Literature
FEEM Working Paper No. 52.2008
Number of pages: 34
Posted: 29 Sep 2008
Working Paper Series
Fondazione Eni Enrico Mattei (FEEM), Fondazione Eni Enrico Mattei (FEEM), Fondazione Eni Enrico Mattei (FEEM) and Fondazione Eni Enrico Mattei (FEEM)
Downloads
650
36.
Marginal Abatement Cost Curves in General Equilibrium: The Influence of World Energy Prices
Number of pages: 42
Posted: 13 Nov 2004
Working Paper Series
Kiel Institute of World Economics and Kiel Institute for the World Economy
Downloads
608
37.
Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non-Linear Market with Phase Transitions
Number of pages: 38
Posted: 06 Apr 2022
Working Paper Series
Fidelity Investments, Inc.
There are 2 versions of this paper
Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non-Linear Market with Phase Transitions
Number of pages: 38
Posted: 06 Apr 2022
Downloads
599
Phases of Manes: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non-Linear Market with Phase Transitions
Number of pages: 38
Posted: 18 Apr 2022
Downloads
401
Downloads
599
38.
Education and Poverty in Vietnam: A Computable General Equilibrium Analysis
CIRPEE Working Paper No. 08-04
Number of pages: 56
Posted: 18 Apr 2008
Working Paper Series
University of Montreal - Department of Economics, Partnership for Economic Policy (PEP) and Université Laval - Département d'Économique
Downloads
587
39.
Impact of Organic Food Agritourism on a Small Rural Economy: A Social Accounting Matrix Approach
Number of pages: 23
Posted: 02 Jan 2007
Working Paper Series
KDI School of Public Policy and Management and University of Central Florida - Rosen College
Downloads
587
40.
Equilibrium Value and Size Premia
AFA 2006 Boston Meetings Paper
Number of pages: 85
Posted: 24 Mar 2005
Last Revised: 27 Feb 2020
Working Paper Series
Morningstar Investment Management LLC
Downloads
579
41.
Trade and FDI-Related Impacts of Brexit
Number of pages: 33
Posted: 30 Apr 2018
Working Paper Series
Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business Administration, Deutsches Institut für Entwicklungspolitik (DIE) - German Development Institute (DIE) and Statistics Norway
Downloads
567
42.
Impact of a Lower Oil Subsidy on Indonesian Macroeconomic Performance, Agricultural Sector and Poverty Incidences: A Recursive Dynamic Computable General Equilibrium Analysis
MPIA Working Paper No. 2007-28
Number of pages: 29
Posted: 25 Jan 2008
Working Paper Series
Bogor Agricultural University (IPB University) - Department of Economics, affiliation not provided to SSRN, Bogor Agricultural University (IPB University) - Department of Economics and Bogor Agricultural University (IPB University) - Department of Economics
There are 2 versions of this paper
Impact of a Lower Oil Subsidy on Indonesian Macroeconomic Performance, Agricultural Sector and Poverty Incidences: A Recursive Dynamic Computable General Equilibrium Analysis
MPIA Working Paper No. 2007-28
Number of pages: 29
Posted: 25 Jan 2008
Downloads
553
Impact of a Lower Oil Subsidy on Indonesian Macroeconomic Performance, Agricultural Sector and Poverty Incidences (A Recursive Dynamic Computable General Equilibrium Analysis)
PEP working paper serie 2007-28
Number of pages: 36
Posted: 15 May 2018
Last Revised: 12 Jul 2018
Downloads
52
Downloads
553
43.
Labor Market Distortions, Rural-Urban Inequality, and the Opening of China's Economy
Number of pages: 41
Posted: 20 Apr 2016
Working Paper Series
Purdue University - Center for Global Trade Analysis and China Investment Corporation
Downloads
540
44.
Foreign Direct Investment in a Computable General Equilibrium Framework
Number of pages: 43
Posted: 09 Feb 2010
Working Paper Series
Brandeis University - Brandeis International Business School
Downloads
538
45.
Tax Britannica: Nineteenth Century Tariffs and British National Income
Number of pages: 23
Posted: 05 Sep 2001
Working Paper Series
University of Tennessee, Chattanooga - Department of Finance and George Mason University - Department of Economics
Downloads
536
46.
Bank Finance Versus Bond Finance: What Explains the Differences between Us and Europe?
ECB Working Paper No. 547
Number of pages: 54
Posted: 11 Nov 2005
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Chicago - Department of Economics
Downloads
531
47.
Assessing the Economic Impacts of Climate Change - An Updated CGE Point of View
FEEM Working Paper No. 2.2012, CMCC Research Paper No. 125
Number of pages: 29
Posted: 15 Feb 2012
Working Paper Series
University of Milan - Department of Economics, Business and Statistics, Fondazione Eni Enrico Mattei (FEEM) and Fondazione Eni Enrico Mattei (FEEM), CMCC - Euro Mediterranean Centre for Climate Change
Downloads
527
48.
Technological Change in Economic Models of Environmental Policy: A Survey
Number of pages: 48
Posted: 09 Feb 2004
Working Paper Series
University of Muenster - Chair of Microeconomics, esp. Energy and Resource Economics
Downloads
522
49.
Finite-State Markov-Chain Approximations: A Hidden Markov Approach
Number of pages: 61
Posted: 21 Jun 2022
Last Revised: 18 May 2023
Working Paper Series
Board of Governors of the Federal Reserve System and University of Pennsylvania
Downloads
521
50.
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Economic Research Initiatives at Duke (ERID) Working Paper No. 87
Number of pages: 45
Posted: 15 Dec 2010
Last Revised: 10 May 2017
Working Paper Series
University of California, Santa Cruz and London Business School
There are 2 versions of this paper
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Economic Research Initiatives at Duke (ERID) Working Paper No. 87
Number of pages: 45
Posted: 15 Dec 2010
Last Revised: 10 May 2017
Downloads
513
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Number of pages: 45
Posted: 26 Sep 2009
Last Revised: 10 May 2017
Downloads
88
Downloads
513
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