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An Implementation of the Shirakawa Jump-Diffusion Term Structure Model
Nikitopoulos-Sklibosios, Christina; Chiarella, Carl - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345678
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Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers
Zhu, Peiyuan; Chiarella, Carl; He, Tony - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005706821
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McKean’s Method applied to American Call Options on Jump-Diffusion Processes
Ziogas, Andrew; Chiarella, Carl - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005132910
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Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies
anderson, gary - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345636
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Conditional distribution resampling for time series
Diks, Cees; Borovkova, Svetlana - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345637
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Treasury Auctions, Uniform or Discriminatory?: An Agent-based Approach
Koesrindartoto, Deddy - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345638
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Calibration, forecasts and sensitivity analysis in overlapping generations models
Ludwig, Alexander - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345639
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Occupational Choice under Risk in an Overlapping Generations Economy with Monopolistic Competition
Clemens, Christiane - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345640
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The Timing of Childbearing among Heterogeneous Women
Wang, Ping; Mullin, Charles - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345641
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Endogenous Nontradability and Macroeconomic Implications
Glick, Reuven; Bergin, Paul - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345642