The following pages link to Decisions in Economics and Finance (Q206421):
Displaying 50 items.
- Property rights for natural resources and sustainable growth in a two-country trade model (Q742463) (← links)
- Heterogeneous expectations and debt in a growth model for a small open economy (Q742464) (← links)
- Relational consumption and nonlinear dynamics in an overlapping generations model (Q742465) (← links)
- Indeterminacy and nonlinear dynamics in an OLG growth model with endogenous labour supply and inherited tastes (Q742466) (← links)
- Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes (Q742469) (← links)
- A special issue on the mathematics of subjective probability (Q777913) (← links)
- A notion of conditional probability and some of its consequences (Q777915) (← links)
- Predictive distributions that mimic frequencies over a restricted subdomain (Q777916) (← links)
- Optimal Markov strategies (Q777917) (← links)
- Semilattices, canonical embeddings and representing measures (Q777918) (← links)
- A note on rational inattention and rate distortion theory (Q777920) (← links)
- Decisions on production and quality (Q777921) (← links)
- A dynamic private property resource game with asymmetric firms (Q777924) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- A general equilibrium evolutionary model with two groups of agents, generating fashion cycle dynamics (Q777926) (← links)
- Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
- Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan? (Q777929) (← links)
- Changes in multiplicative risks and optimal portfolio choice: new interpretations and results (Q777930) (← links)
- A note on Stein's overreaction puzzle (Q777932) (← links)
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
- Arbitrary initial conditions and the dimension of indeterminacy in linear rational expectations models (Q777941) (← links)
- When one stock share is a biological individual: a stylized simulation of the population dynamics in an order-driven market (Q777943) (← links)
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- The Aubin private core of differential information economies (Q816440) (← links)
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Measures of risk attitude: correspondences between mean-variance and expected-utility approaches (Q816442) (← links)
- Sup-convolutions of HARA utilities in the affine term structure (Q816443) (← links)
- Homogeneous semi-Markov reliability models for credit risk management (Q816444) (← links)
- An overlapping generations model with non-ordered preferences and numeraire-incomplete markets (Q816445) (← links)
- An approximation of caplet implied volatilities in Gaussian models (Q816447) (← links)
- The completion of security markets (Q862796) (← links)
- Taxes and money in incomplete financial markets (Q862797) (← links)
- Stochastic demand correspondences and their aggregation properties (Q862798) (← links)
- A bidimensional approach to mortality risk (Q882489) (← links)
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- A mixed PDE-Monte Carlo approach for pricing credit default index swaptions (Q882492) (← links)
- On pricing lookback options under the CEV process (Q882493) (← links)
- On the relationship between absolute prudence and absolute risk aversion (Q882496) (← links)
- Term structure of interest rates estimation using rational Chebyshev functions (Q894201) (← links)
- Prepayment risk on callable bonds: theory and test (Q894203) (← links)
- Stochastic control model for R\&D race in a mixed duopoly with spillovers and knowledge stocks (Q894204) (← links)
- A model of information flows and confirmatory bias in financial markets (Q894206) (← links)
- Risk management under a prudential policy (Q894207) (← links)
- Computing the distribution of the sum of dependent random variables via overlapping hypercubes (Q894208) (← links)
- The competitive firm under price uncertainty: The role of information and hedging (Q940995) (← links)
- Path dependent volatility (Q940996) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- The optimal capital structure of the firm with stable Lévy assets returns (Q940998) (← links)
