Search Results - subject:"Smooth Pasting"

Three innovative methods for evaluating corporate cash flows : the Extended Net Present Value criterion, the smooth pasting condition, and the Markowitz model

Desogus, Marco; Casu, Elisa - In: Economics and Finance Readings : Selected Papers from …, (pp. 197-217). 2025

Persistent link: https://www.econbiz.de/10015449627

Breakdowns

Keller, Godfrey; Rady, Sven - In: Theoretical economics : TE ; an open access journal in … 10 (2015) 1, pp. 175-202

high or low. In marked contrast to existing models, we find that the cooperative value function does not exhibit smooth … pasting at the efficient cut-off belief. This finding extends to the boundaries between continuation and stopping regions in …

Persistent link: https://www.econbiz.de/10011673990

Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015

Lera, Sandro Claudio; Sornette, Didier - In: Journal of international money and finance 63 (2016), pp. 28-47

Persistent link: https://www.econbiz.de/10011668340

Breakdowns

Keller, Godfrey; Rady, Sven - In: Theoretical Economics 10 (2015) 1, pp. 175-202

Persistent link: https://www.econbiz.de/10011599538

Modeling speculative bubbles with diverse investor expectations

Phillips, Peter C. B. - In: Research in economics : an international review of economics 70 (2016) 3, pp. 375-387

Persistent link: https://www.econbiz.de/10011631179

Breakdowns

Keller, Godfrey; Rady, Sven - In: Theoretical Economics 10 (2015) 1

Persistent link: https://www.econbiz.de/10011145593

Reverse convertible debt under credit risk

Agliardi, Rossella - In: International journal of financial engineering 3 (2016) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011532759

Breakdowns

Keller, Godfrey; Rady, Sven - 2012 - This version: December 18, 2012

Persistent link: https://www.econbiz.de/10009685864

On the smoothness of value functions

Strulovici, Bruno; Szydlowski, Martin - 2012

We prove that under standard Lipschitz and growth conditions, the value function of all optimal control problems for one-dimensional diffusions is twice differentiable, as long as the control space is compact and the volatility is uniformly bounded below, away from zero. Under similar...

Persistent link: https://www.econbiz.de/10010286985

On the smoothness of value functions and the existence of optimal strategies in diffusion models

Strulovici, Bruno; Szydlowski, Martin - In: Journal of economic theory 159 (2015), pp. 1016-1055

Persistent link: https://www.econbiz.de/10011549304

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