Narrow search
Showing 1 - 8 of 8
Cover Image
Singular perturbation techniques applied to multiasset option pricing
Duck, Peter W.; Yang, Chao; Newton, David P.; Widdicks, … - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10003882793
Cover Image
Heterogeneous peer effects under endogenous selection : an application to local and migrant children in elementary schools in Shanghai
Chen, Yuanyuan; Feng, Shuaizhang; Yang, Chao - 2022
This paper develops a model that allows for heterogenous contemporaneous peer effects among different types of agents who are endogenously selected into different peer groups. Using our framework, we characterize the reduced-form coefficient in the peer effect literature and show that it is a...
Persistent link: https://www.econbiz.de/10012814374
Cover Image
Heterogeneous peer effects under endogenous selection : an application to local and migrant children in elementary schools in Shanghai
Chen, Yuanyuan; Feng, Shuaizhang; Yang, Chao - 2022
This paper develops a model that allows for heterogenous contemporaneous peer effects among different types of agents who are endogenously selected into different peer groups. Using our framework, we characterize the reduced-form coefficient in the peer effect literature and show that it is a...
Persistent link: https://www.econbiz.de/10012873134
Cover Image
Heterogeneous Peer Effects under Endogenous Selection: An Application to Local and Migrant Children in Elementary Schools in Shanghai
Chen, Yuanyuan; Feng, Shuaizhang; Yang, Chao - 2022
This paper develops a model that allows for heterogenous contemporaneous peer effects among different types of agents who are endogenously selected into different peer groups. Using our framework, we characterize the reduced-form coefficient in the peer effect literature and show that it is a...
Persistent link: https://www.econbiz.de/10012808069
Cover Image
Heterogeneous Peer Effects under Endogenous Selection: An Application to Local and Migrant Children in Elementary Schools in Shanghai
Chen, Yuanyuan; Feng, Shuaizhang; Yang, Chao - 2022
This paper develops a model that allows for heterogenous contemporaneous peer effects among different types of agents who are endogenously selected into different peer groups. Using our framework, we characterize the reduced-form coefficient in the peer effect literature and show that it is a...
Persistent link: https://www.econbiz.de/10013177711
Cover Image
SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING
Duck, Peter W.; Yang, Chao; Newton, David P.; Widdicks, … - In: Mathematical Finance 19 (2009) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10005023793
Cover Image
SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING
Duck, Peter W.; Yang, Chao; Newton, David P.; Widdicks, … - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10008270130
Cover Image
Heterogeneous Peer Effects Under Endogenous Selection : An Application to Local and Migrant Children in Elementary Schools in Shanghai
Chen, Yuanyuan; Feng, Shuaizhang; Yang, Chao - 2022
This paper develops a model that allows for heterogenous contemporaneous peer effects among different types of agents who are endogenously selected into different peer groups. Using our framework, we characterize the reduced-form coefficient in the peer effect literature and show that it is a...
Persistent link: https://www.econbiz.de/10014083868