Narrow search
Showing 1 - 10 of 285
Cover Image
Gain, loss, and asset pricing : it is much easier ; a note
Rodríguez Longarela, Iñaki (contributor) - 2000 - [Elektronische Ressource], Rev. October 18, 2000
only entails solving a linear optimization program. …
Persistent link: https://www.econbiz.de/10001600011
Cover Image
Numerical aspects of Bayesian VAR-modeling
Kadiyala, K. Rao; Karlsson, Sune - 1994
Persistent link: https://www.econbiz.de/10000885969
Cover Image
A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas - 1994
Persistent link: https://www.econbiz.de/10000893698
Cover Image
Evaluating portfolio performance with stochastic discount factors
Dahlquist, Magnus; Söderlind, Paul - 1997
Persistent link: https://www.econbiz.de/10000962236
Cover Image
Solution and estimation of RE macromodels with optimal policy
Söderlind, Paul - 1998
Persistent link: https://www.econbiz.de/10000993261
Cover Image
Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim - 1998
Persistent link: https://www.econbiz.de/10000995380
Cover Image
Stochastic dominance amongst Swedish income distributions
Maasoumi, Esfandiar; Heshmati, Almas - 1998
Persistent link: https://www.econbiz.de/10000995381
Cover Image
On the consistency of the DEA-based average technical efficiency bootstrap
Löthgren, Mickael - 1997
Persistent link: https://www.econbiz.de/10000968583
Cover Image
On the use of numeraires in option pricing
Benninga, Simon (contributor); Björk, Tomas (contributor);  … - 2001 - [Elektronische Ressource]
In this paper we discuss the significant computational simplification that occurs when option pricing is approached through the change of numeraire technique. The original impetus was a recently published paper (Hoang, Powell, Shi 1999) on endowment options; in the present paper we extend these...
Persistent link: https://www.econbiz.de/10001638113
Cover Image
Comparative dynamics in health economics : some useful results
Johansson, Per-Olov; Löfgren, Karl-Gustaf - 1994
Persistent link: https://www.econbiz.de/10000888970