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The economics of divorce
Lehrer, Evelyn L. - In: Marriage and the economy : theory and evidence from …, (pp. 55-74). 2003
Persistent link: https://www.econbiz.de/10001770027
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Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Annals of finance 4 (2008) 3, pp. 305-344
Persistent link: https://www.econbiz.de/10003714672
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Continuous time one-dimensional asset-pricing models with analytic price-dividend functions
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Economic theory : official journal of the Society for … 42 (2010) 3, pp. 461-503
Persistent link: https://www.econbiz.de/10003930616
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Approximations of the tail probability of the product of dependent extremal random variables and applications
Qu, Zhihui; Chen, Yu - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 169-178
Persistent link: https://www.econbiz.de/10009785409
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On formulating and solving portfolio decision and asset pricing problems
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - 2014
Persistent link: https://www.econbiz.de/10010367000
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An analytic approach for stochastic differential utility for endowment and production economies
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A.; Kelly, … - In: Computational economics 44 (2014) 4, pp. 397-443
Persistent link: https://www.econbiz.de/10010489050
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Solving asset pricing models when the price-dividend function is analytic
Calin, Ovidiu L.; Chen, Yu; Cosimano, Thomas F.; … - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 961-982
Persistent link: https://www.econbiz.de/10002876856
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Analytic solving of asset pricing models : the by force of habit case
Chen, Yu; Cosimano, Thomas F.; Himonas, Alex A. - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3631-3660
Persistent link: https://www.econbiz.de/10003782425
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Monotonicity in optimal mechanisms in general quasi-linear environments with a continuum of types
Chen, Yu - In: Economic theory bulletin 7 (2019) 2, pp. 277-290
Persistent link: https://www.econbiz.de/10012203367
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Effects of a simple mode choice model in a large-scale agent-based transport simulation
Grether, Dominik; Yu, Chen; Rieser, Marcel; Nagel, Kai - In: Complexity and spatial networks : in search of simplicity, (pp. 167-186). 2009
Persistent link: https://www.econbiz.de/10003908280