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  • Search: subject:"Dual Approach"
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Year of publication
Subject
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Dual approach 10 Theorie 7 Theory 6 dual approach 6 Dual Approach 4 Option pricing theory 3 Optionspreistheorie 3 Portfolio selection 3 Portfolio-Management 3 Risiko 3 Risk 3 Capacity constraints 2 Cobb-Douglas hypothesis 2 Combined distribution and assignment problem 2 Derivat 2 Derivative 2 Factor Payments 2 Income Distribution 2 Iterative balancing 2 Mathematical programming 2 Mathematische Optimierung 2 Mobile Capital 2 Multiple exercise options 2 Multiple optimal stopping 2 Natural Resources 2 Optimal taxation 2 Optimale Besteuerung 2 Option trading 2 Optionsgeschäft 2 Produktivität 2 Property Rights 2 Research Methods/ Statistical Methods 2 Risikomanagement 2 Risk management 2 Search theory 2 Side constraints 2 Suchtheorie 2 Swing options 2 TFP 2 Wirtschaftswachstum 2
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Online availability
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Undetermined 12 Free 10
Type of publication
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Article 18 Book / Working Paper 6 Other 1
Type of publication (narrower categories)
All
Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 15 Undetermined 9 Spanish 1
Author
All
Aiyar, Shekhar 2 Aleksandrov, N. 2 Belomestny, Denis 2 Chen, Anthony 2 Choi, Keechoo 2 Congar, Ronan 2 Dalgaard, Carl-Johan 2 Dickmann, Fabian 2 Hambly, B. 2 Hotte, Louis 2 Ryu, Seungkyu 2 Schoenmakers, John 2 Xu, Xiangdong 2 Aliaga Lordemann, Javier 1 Balbás de la Corte, Alejandro 1 Balbás, Beatriz 1 Balbás, Raquel 1 Bhim, Louis 1 Capriles, Alejandro 1 Caputo, Michael R. 1 Chen, An 1 Daniel Phaneuf 1 Frost, Hans 1 Gerritsen, Aart 1 Hoff, Ayoe 1 Jin, Ge 1 Kawai, Reiichiro 1 Kitenge, Erick M. 1 Kong, Dezhou 1 Kumari, Ranpati Dewage Thilini Sumudu 1 Kushnirenko, Dmytro 1 Lin, Hongcan 1 Liu, Lishan 1 Matthew Holt 1 Morshed, A. K. M. Mahbub 1 Paris, Quirino 1 Raymond Palmquist 1 Russell Lamb 1 Saunders, David M. 1 Serra, Teresa 1
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Institution
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Department of Agricultural and Resource Economics, University of California-Davis 1 Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Economic Policy Research Unit (EPRU), Økonomisk Institut 1
Published in...
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EPRU Working Paper Series 2 Insurance / Mathematics & economics 2 International tax and public finance 2 Accounting and Finance 1 Computational Statistics 1 Discussion paper 1 EconomiX Working Papers 1 European journal of operational research : EJOR 1 Finance and Stochastics 1 Finance and stochastics 1 International journal of theoretical and applied finance 1 Journal of productivity analysis 1 Mathematical Methods of Operations Research 1 Mathematics and financial economics 1 Networks and Spatial Economics 1 Networks and spatial economics : a journal of infrastructure modeling and computation 1 Open economies review 1 Revista latinoamericana de desarrollo económico 1 Working Papers / Department of Agricultural and Resource Economics, University of California-Davis 1 Working Papers / Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa 1
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Source
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ECONIS (ZBW) 13 RePEc 9 BASE 2 EconStor 1
Showing 21 - 25 of 25
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Total Factor Productivity Revisited: A Dual Approach to Development Accounting
Aiyar, Shekhar; Dalgaard, Carl-Johan - 2004
This paper tackles a number of issues that are central to cross-country comparisons of productivity. We develop a "dual" method to compare levels of total factor productivity (TFP) across nations that relies on factor price data rather than the data on stocks of factors required by standard...
Persistent link: https://www.econbiz.de/10010320944
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Estimation of Recreation Demand Models Using Dual Approaches
Wang, Yang - 2003
The purpose of this dissertation is to investigate dual approaches to corner solutions that are both tractable and flexible in recreation demand. Two structural models are estimated using data from the Iowa wetlands survey in the incomplete demand system context. This dissertation expands...
Persistent link: https://www.econbiz.de/10009431304
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A Dual Approach to Estimation With Constant Prices
Paris, Quirino; Caputo, Michael R. - Department of Agricultural and Resource Economics, … - 2003
factor demand functions from cross-section data using a dual approach. In a famous paper, titled “To Dual or not to Dual …
Persistent link: https://www.econbiz.de/10008549120
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A dual approach to multiple exercise option problems under constraints
Aleksandrov, N.; Hambly, B. - In: Computational Statistics 71 (2010) 3, pp. 503-533
This paper considers the pricing of multiple exercise options in discrete time. This type of option can be exercised up to a finite number of times over the lifetime of the contract. We allow multiple exercise of the option at each time point up to a constraint, a feature relevant for pricing...
Persistent link: https://www.econbiz.de/10010847807
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A dual approach to multiple exercise option problems under constraints
Aleksandrov, N.; Hambly, B. - In: Mathematical Methods of Operations Research 71 (2010) 3, pp. 503-533
This paper considers the pricing of multiple exercise options in discrete time. This type of option can be exercised up to a finite number of times over the lifetime of the contract. We allow multiple exercise of the option at each time point up to a constraint, a feature relevant for pricing...
Persistent link: https://www.econbiz.de/10010950212
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