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  • Search: subject:"Consumption Process"
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Year of publication
Subject
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American and Bermudan options 2 Consumption process 2 Low and Upper bounds 2 Monte Carlo simulations 2 Optimal stopping times 2 Regression methods 2 Class 1 Consumption Activities 1 Consumption Process 1 Habits of Life and Thought 1 Heterodox Economics 1 Institutions 1 Social Process 1 Social Provisioning 1 Thorstein Veblen 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2 Undetermined 1
Author
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Belomestny, Denis 2 Milstein, Grigori N. 2 Spokoiny, Vladimir 2 Todorova, Zdravka 1
Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1
Source
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RePEc 2 EconStor 1
Showing 1 - 3 of 3
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Consumption as a Social Process within Social Provisioning and Capitalism: Implications for Heterodox Economics
Todorova, Zdravka - Volkswirtschaftliche Fakultät, … - 2013
formulates a categorization of social processes, one of which is the consumption process. Further, the section delineates the …
Persistent link: https://www.econbiz.de/10011259910
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Regression methods in pricing American and Bermudan options using consumption processes
Belomestny, Denis; Milstein, Grigori N.; Spokoiny, Vladimir - 2006
, values of the consumption process, and stopping times on the sample paths. The approach admits constructing both low and …
Persistent link: https://www.econbiz.de/10010263645
Saved in:
Cover Image
Regression methods in pricing American and Bermudan options using consumption processes
Belomestny, Denis; Milstein, Grigori N.; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
, values of the consumption process, and stopping times on the sample paths. The approach admits constructing both low and …, values of the consumption process, and stopping times on the sample paths. The approach admits constructing both low and up …, Consumption process, Regression methods, Optimal stopping times ⁄This research was supported by the Deutsche …
Persistent link: https://www.econbiz.de/10005652732
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