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~person:"Stein, Jerome L."
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stochastic optimal control
7
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Stein, Jerome L.
Orlowski, Lucjan T.
6
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4
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4
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1
A tale of two debt crises: a stochastic optimal control analysis
Stein, Jerome L.
- In:
Economics: The Open-Access, Open-Assessment E-Journal
4
(
2010
)
2010-3
,
pp. 1-24
the 1980s and to the subprime
mortgage
crisis
of 2007. A measure of excess debt is derived, and we show that it is an …
Persistent link: https://www.econbiz.de/10010299829
Saved in:
2
A tale of two debt crises: a stochastic optimal control analysis
Stein, Jerome L.
-
2009
-prime
mortgage
crisis
of 2007. A measure of excess debt is derived, and the author shows that it is an early warning signal of a …
Persistent link: https://www.econbiz.de/10010299187
Saved in:
3
Application of stochastic optimal control to financial market debt crises
Stein, Jerome L.
-
2009
recent subprime
mortgage
crisis
. Why did the financial markets fail to anticipate the recent debt crisis, despite the large …
Persistent link: https://www.econbiz.de/10010276757
Saved in:
4
Application of Stochastic Optimal Control to Financial Market Debt Crises
Stein, Jerome L.
-
CESifo
-
2009
recent subprime
mortgage
crisis
. Why did the financial markets fail to anticipate the recent debt crisis, despite the large …
Persistent link: https://www.econbiz.de/10005094473
Saved in:
5
A tale of two debt crises: a stochastic optimal control analysis
Stein, Jerome L.
-
Institut für Weltwirtschaft (IfW)
-
2009
-prime
mortgage
crisis
of 2007. A measure of excess debt is derived, and the author shows that it is an early warning signal of a …
Persistent link: https://www.econbiz.de/10008561122
Saved in:
6
A tale of two debt crises: a stochastic optimal control analysis
Stein, Jerome L.
-
2008
Crises" because the analysis is applied to the agricultural debt crisis of the 1980s and to the sub-prime
mortgage
crisis
of …
Persistent link: https://www.econbiz.de/10010264305
Saved in:
7
A Tale of Two Debt Crises: A Stochastic Optimal Control Analysis
Stein, Jerome L.
-
CESifo
-
2008
Crises” because the analysis is applied to the agricultural debt crisis of the 1980s and to the sub-prime
mortgage
crisis
of …
Persistent link: https://www.econbiz.de/10005406070
Saved in:
8
A tale of two debt crises: a stochastic optimal control analysis
Stein, Jerome L.
- In:
Economics - The Open-Access, Open-Assessment E-Journal
4
(
2010
),
pp. 1-24
the 1980s and to the subprime
mortgage
crisis
of 2007. A measure of excess debt is derived, and we show that it is an …
Persistent link: https://www.econbiz.de/10008474651
Saved in:
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