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  • Search: subject:"Homotopy"
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Year of publication
Subject
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Homotopy method 12 Nash equilibrium 11 Theorie 11 Theory 11 Equilibrium theory 10 Gleichgewichtstheorie 10 Nash-Gleichgewicht 10 Homotopy analysis method 9 homotopy method 9 Equilibrium model 8 Gleichgewichtsmodell 8 Homotopy 8 Markov chain 7 Markov-Kette 7 Game theory 6 Option pricing theory 6 Optionspreistheorie 6 Spieltheorie 6 Stochastic game 6 Stochastisches Spiel 6 Homotopy continuation 5 Homotopy methods 5 Nichtkooperatives Spiel 5 Noncooperative game 5 Option trading 5 Optionsgeschäft 5 Algorithm 4 Algorithmus 4 Allgemeines Gleichgewicht 4 General equilibrium 4 General equilibrium theory 4 Incomplete asset markets 4 Mathematical programming 4 Mathematische Optimierung 4 Perfect equilibrium 4 Stochastic process 4 Stochastischer Prozess 4 homotopy 4 homotopy analysis method 4 Black-Scholes model 3
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Online availability
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Undetermined 47 Free 16 CC license 2
Type of publication
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Article 61 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 28 Aufsatz in Zeitschrift 28 Graue Literatur 3 Non-commercial literature 3 Arbeitspapier 2 Article 2 Working Paper 2 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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Undetermined 39 English 38
Author
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Dang, Chuangyin 6 Zhu, Song-Ping 6 Ma, Wei 5 Chan, Leunglung 4 Herings, Peter Jean-Jacques 4 Doraszelski, Ulrich 3 Eibelshäuser, Steffen 3 Kryukov, Yaroslav 3 Peeters, Ronald 3 Poensgen, David 3 Yu, Bo 3 Balthasar, Anne 2 Borkovsky, Ron N. 2 Cheng, Jun 2 Das, A. K. 2 Gourdel, Pascal 2 Li, Peixuan 2 McLennan, Andrew 2 Momi, Takeshi 2 Mâagli, Nadia 2 Sakuma, Takayuki 2 Topolyan, Iryna 2 Yamada, Yuji 2 Yang, Li 2 Zhou, Zhengyong 2 Aguirregabiria, Victor 1 Ballikaya, Sedat 1 Becker, Bernhard 1 Borkovsky, Ron 1 Bozóki, Sándor 1 CITANNA, Alessandro 1 Cadogan, Godfrey 1 Cao, Yiyin 1 Cassioli, A. 1 Chan, Leung Lung 1 Chen, Peimin 1 Chen, Yin 1 Consolini, L. 1 Deconinck, B. 1 Deconinck, Bernard 1
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Institution
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C.E.P.R. Discussion Papers 2 HAL 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centro de Estudios Andaluces, Government of Andalusia 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Iowa State University 1 Economic Research Southern Africa (ERSA) 1 HEC Paris (École des Hautes Études Commerciales) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Computational Optimization and Applications 5 Mathematics and Computers in Simulation (MATCOM) 5 Economic Theory 4 Economic theory : official journal of the Society for the Advancement of Economic Theory 4 Journal of Mathematical Economics 3 CEPR Discussion Papers 2 Computational economics 2 Journal of mathematical economics 2 Asia-Pacific Financial Markets 1 Asia-Pacific financial markets 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2019: 30 Jahre Mauerfall - Demokratie und Marktwirtschaft - Session: Economic Theory I 1 Central European Journal of Operations Research 1 Discussion paper / Center for Economic Research, Tilburg University 1 Documents de travail du Centre d'Economie de la Sorbonne 1 Economic Working Papers at Centro de Estudios Andaluces 1 Economic theory 1 Economics Letters 1 Economics letters 1 Energy 1 Energy Systems 1 Games and economic behavior 1 IMA journal of management mathematics 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 International game theory review : IGTR 1 International journal of financial engineering 1 Journal of Economic Dynamics and Control 1 Journal of Global Optimization 1 Journal of Risk and Financial Management 1 Journal of economic dynamics & control 1 Journal of economics 1 Journal of risk and financial management : JRFM 1 Les Cahiers de Recherche 1 MPRA Paper 1 Mathematical Economics Letters 1 Mathematical economics letters 1 Mathematical methods of operations research : ZOR 1 Mathematics and financial economics 1 Mathematics of operations research 1 Operational research : an international journal 1 Opsearch : journal of the Operational Research Society of India 1
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Source
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RePEc 42 ECONIS (ZBW) 31 EconStor 4
Showing 1 - 10 of 77
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Computing perfect stationary equilibria in stochastic games
Li, Peixuan; Dang, Chuangyin; Herings, Peter Jean-Jacques - In: Economic theory 78 (2024) 2, pp. 347-387
Persistent link: https://www.econbiz.de/10015185089
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Application of Fractal Processes and Fractional Derivatives in Finance
Chan, Leung Lung (contributor) - 2024
In recent years, there has been a fast growth in the application of long-memory processes to underlying assets including stock, volatility index, exchange rate, etc. The fractional Brownian motion is the most popular of the long-memory processes and was introduced by Kolmogorov in 1940 and later...
Persistent link: https://www.econbiz.de/10015324975
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Computing perfect stationary equilibria in stochastic games
Li, Peixuan; Dang, Chuangyin; Herings, Peter Jean-Jacques - 2023
Persistent link: https://www.econbiz.de/10013549790
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Cloud droplets scavenging of gaseous pollutant from the atmosphere : nonlinear modelling and analyses
Yinusa, A.A.; Sobamowo, M.G.; Ojolo, S.J.; Usman, M.A. - 2022
analytical solutions to such unsteady processes using PADE-Homotopy perturbation method (PADE-HPM) and Multi-step differential …
Persistent link: https://www.econbiz.de/10013448240
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A comparison of the homotopy method with linearisation approaches for a non-linear optimization problem of operations in a reservoir cascade
Becker, Bernhard; Ochterbeck, Dietlind; Piovesan, Teresa - In: Energy Systems (2023), pp. 1-29
-linear equations are a common way to address non-linear non-convex optimization problems. In this paper, the novel homotopy method is … piecewise-linear and the linear approach the homotopy method shows a better accuracy for the analysed cases, because the method … approach, however, the homotopy method does not guarantee a global optimum. The solution is still path-stable, which is a basic …
Persistent link: https://www.econbiz.de/10015194328
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Bounded homotopy path approach to the solution of linear complementarity problems
Dutta, Aritra; Das, A. K. - In: Opsearch : journal of the Operational Research Society … 61 (2024) 1, pp. 352-372
Persistent link: https://www.econbiz.de/10015127177
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An analytic approach for pricing American options with regime switching
Chan, Leunglung; Zhu, Song-Ping - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-20
homotopy analysis method, an explicit formula for pricing two-state regime-switching American options is presented. …
Persistent link: https://www.econbiz.de/10012533592
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A spline smoothing homotopy method for nonlinear programming problems with both inequality and equality constraints
Dong, Li; Zhou, Zhengyong; Yang, Li - In: Mathematical methods of operations research : ZOR 98 (2023) 3, pp. 411-433
Persistent link: https://www.econbiz.de/10014514953
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The logarithmic stochastic tracing procedure : a homotopy method to compute stationary equilibria of stochastic games
Eibelshäuser, Steffen; Klockmann, Victor; Poensgen, David - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 6, pp. 1511-1526
Persistent link: https://www.econbiz.de/10014471535
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An analytic approach for pricing American options with regime switching
Chan, Leunglung; Zhu, Song-Ping - In: Journal of Risk and Financial Management 14 (2021) 5, pp. 1-20
homotopy analysis method, an explicit formula for pricing two-state regime-switching American options is presented. …
Persistent link: https://www.econbiz.de/10012611745
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