Similar Search Results - EconBiz

Improving the numerical performace of BLP static and dynamic discrete choice random coefficients demand estimation

Dubé, Jean-Pierre H.; Fox, Jeremy T.; Su, Che-Lin - 2009

"The widely-used estimator of Berry, Levinsohn and Pakes (1995) produces estimates of consumer preferences from a discrete-choice demand model with random coefficients, market-level demand shocks and endogenous prices. We derive numerical theory results characterizing the properties of the...

Persistent link: https://www.econbiz.de/10003848917

Numerical solution of dynamic portfolio optimization with transaction costs

Cai, Yongyang; Judd, Kenneth L.; Xu, Rong - 2013

Persistent link: https://www.econbiz.de/10009711772

Explaining diversities in age-specific life expectancies and values of life saving : a numerical analysis

Ehrlich, Isaac; Yin, Yong - 2004

Persistent link: https://www.econbiz.de/10002259905

Social networks and trade liberalization

Pandey, Manish; Whalley, John - 2004

Persistent link: https://www.econbiz.de/10002264412

Currency option pricing in credible target zones

Dumas, Bernard - 1993

Persistent link: https://www.econbiz.de/10000883767

Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options

Bates, David S. - 1993

Persistent link: https://www.econbiz.de/10000884445

Index-option pricing with stochastic volatility and the value of accurate variance forecasts

Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993

Persistent link: https://www.econbiz.de/10000886028

Implementing option pricing models when asset returns are predictable

Lo, Andrew W.; Wang, Jiang - 1994

Persistent link: https://www.econbiz.de/10000889016

A nonparametric approach to pricing and hedging derivative securities via learning networks

Hutchinson, James M. - 1994

Persistent link: https://www.econbiz.de/10000889364

Realignment risk and currency option pricing in target zones

Dumas, Bernard - 1993

Persistent link: https://www.econbiz.de/10000874291

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