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Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates
Gozzi, Fausto; Sanfelici, Simona - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005537687
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Traders’ long-run wealth in an artificial financial market
Raberto, Marco; Cincott, Silvano; Focardi, Sergio M.; … - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005537701
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Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates.
Gozzi, Fausto; Sanfelici, Simona - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345440
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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
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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
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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
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New product introduction: determining optimal advertising policies
Viscolani, Bruno - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706594
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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
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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
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Quasi-Perfect Rationality, Playing Automata Dynamic Games
Oliveira, Fernando S. - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706617