//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computing in Economics and Finance 2002"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An Algorithm for Solving Arbit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
option pricing
4
dynamic optimization
3
Indeterminacy
2
Rational Expectations
2
complex dynamics
2
contingent claim pricing
2
discontinuous data
2
dynamic programming
2
energy method
2
finite element method
2
heterogeneous agents
2
numerical analysis
2
perturbation methods
2
quasivariational inequality
2
semigroup approach
2
simulated annealing
2
stochastic control
2
sunspots
2
transaction costs
2
APT
1
Accuracy of the estimated policy function
1
Adverse selection
1
Agent Based Simulations
1
Agent based models
1
Agent-Based Computational Models
1
Agent-based economics
1
American options
1
Asset & Liability Management
1
Asset markets
1
Automata
1
Behavioral Attitudes
1
Bezout matrices
1
Bounded Rationality
1
Brownian motion
1
C61 C63
1
CVaR
1
Calibration
1
Cognitive Architecture
1
Collocation Method
1
Combinatorial Optimization
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
72
Language
All
Undetermined
72
Author
All
Chiarella, Carl
4
Semmler, Willi
3
El-Hassan, Nadima
2
Gozzi, Fausto
2
Gruene, Lars
2
Lubik, Thomas
2
McDonald, Stuart
2
Noguchi, Tetsuya
2
Pampel, Thorsten
2
Rustem, Berc
2
Sanfelici, Simona
2
Schorfheide, Frank
2
anderson, gary
2
Abraham, Arpad Jeno
1
Alfarano, Simone
1
Andria, Joseph
1
Batini, Nicoletta
1
Bauwens, L.
1
Beard, Rodney
1
Beaumont, Paul M.
1
Birchenhall, C. R.
1
Boero, Riccardo
1
Bragt, D.D.B. van
1
Breton, Michèle
1
Bruno, Giuseppe
1
Bruun, Charlotte
1
Buchta, Christian
1
Carreira, Carlos
1
Castellani, Marco
1
Cesare, Luigi De
1
Cincott, Silvano
1
Consiglio, A.
1
Craddock, Mark
1
Dieci, Roberto
1
Dorofeenko, Victor
1
Duffy, John
1
Eguiluz, Victor M.
1
Epelly, Olivier
1
Florian M.
1
Focardi, Sergio M.
1
more ...
less ...
Institution
All
Society for Computational Economics - SCE
72
Published in...
All
Computing in Economics and Finance 2002
MPRA Paper
763
CESifo Working Paper
226
Working Paper
181
CESifo working papers
170
CESifo Working Paper Series
148
ECB Working Paper
138
Working paper
135
Discussion Paper / Tilburg University, Center for Economic Research
128
Tinbergen Institute Discussion Paper
110
Journal of Economic Dynamics and Control
106
Tinbergen Institute Discussion Papers
102
NBER Working Papers
93
IZA Discussion Papers
90
Discussion paper / Tinbergen Institute
89
LEM Working Paper Series
87
Nota di Lavoro
85
Research paper series / Swiss Finance Institute
85
CEPR Discussion Papers
84
LEM working paper series
84
FEEM Working Paper
83
Konjunktur aktuell
79
Energy Economics
76
IMF Working Paper
73
Discussion papers / Deutsches Institut fĂĽr Wirtschaftsforschung
71
EWI Working Paper
69
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
69
DIW Discussion Papers
66
Working paper / EWI Energiewirtschaftliches Institut an der Universität zu Köln
65
ERIM Report Series Research in Management
64
Swiss Finance Institute Research Paper
64
Working Papers / Fondazione ENI Enrico Mattei (FEEM)
64
DIW Berlin Discussion Paper
63
Computing in Economics and Finance 2004
62
CentER Discussion Paper Series
59
Working paper series / European Central Bank
59
Economic Modelling
57
Discussion paper series / IZA
55
Economics Papers from University Paris Dauphine
53
Computing in Economics and Finance 2001
52
more ...
less ...
Source
All
RePEc
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Computing
Sunspots
in Linear Rational Expectations Models
Lubik, Thomas
;
Schorfheide, Frank
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345369
Saved in:
2
An algorithm for the quasivariational inequality arising in option pricing with transaction costs II
Noguchi, Tetsuya
;
Rustem, Berc
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537651
Saved in:
3
APT At Work: Finding The Relevant Risk Factors For Asset Pricing
Maringer, Dietmar
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537655
Saved in:
4
Solving Ecological Mangement Problems Using Dynamic Programming
Kato, Mika
;
Gruene, Lars
;
Semmler, Willi
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537673
Saved in:
5
New product introduction: determining optimal advertising policies
Viscolani, Bruno
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706594
Saved in:
6
An algorithm for the quasivariational inequality arising in option pricing with transaction costs I
Noguchi, Tetsuya
;
Rustem, Berc
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706598
Saved in:
7
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models
Fuertes, Ana-Maria
;
Martin, Miguel A.
;
Perez, M. Teresa
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706604
Saved in:
8
Quasi-Perfect Rationality, Playing Automata Dynamic Games
Oliveira, Fernando S.
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706617
Saved in:
9
An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange
NUÑEZ, Laura
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706619
Saved in:
10
Solving Stochastic Dynamic Optimization Models with Approximations: Some Experiments
Gong, Gang
;
Semmler, Willi
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706647
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->