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Economics, Econometrics and Finance
Economics, Econometrics and Finance 論文レビュー
Economics, Econometrics and Finance 分野の主要論文を動機・手法・結果に構造化した AI 論文レビュー一覧です。
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4,392 results
On the global convergence of a randomly perturbed dissipative nonlinear oscillator
Wenqing Hu, Chris Junchi Li, +1
arXiv (Cornell University)
|
2017
|
2 citations
On the maximum likelihood estimator for the Generalized Extreme-Value distribution
Axel Bücher, Johan Segers
arXiv (Cornell University)
|
2016
|
2 citations
Optimal Consumption With Habit Formation In Markets with Transaction Costs And Unbounded Random Endowment
Xiang Yu
arXiv (Cornell University)
|
2014
|
2 citations
Optimal Dividend Payments under Fixed Cost and Implementation Delays for Various Models
Erhan Bayraktar, Masahiko Egami
arXiv (Cornell University)
|
2007
|
2 citations
Option pricing models without probability
John Armstrong, Claudio Bellani, +2
arXiv (Cornell University)
|
2018
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2 citations
Option Pricing Under Ornstein-Uhlenbeck Stochastic Volatility
Giacomo Bormetti, Valentina Cazzola, +1
arXiv (Cornell University)
|
2009
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2 citations
Pareto optimal and popular house allocation with lower and upper quotas
Ágnes Cseh, Tobias Friedrich, +1
arXiv (Cornell University)
|
2021
|
2 citations
Positive volatility simulation in the Heston model
Simon J. A. Malham, Anke Wiese, +1
arXiv (Cornell University)
|
2011
|
2 citations
Power-law exponent in multiplicative Langevin equation with temporally correlated noise
Satoru Morita
arXiv (Cornell University)
|
2017
|
2 citations
Price mediated contagion through capital ratio requirements
Tathagata Banerjee, Zachary Feinstein
arXiv (Cornell University)
|
2019
|
2 citations
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