Gregory Gagnon

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Diffusion processes and a random ODE arising in macroeconomics
Stochastic Analysis and Applications
2025-03-03Paper
Semimartingale dynamics for a backward exchange rate process
Probability, Uncertainty and Quantitative Risk
2024-09-30Paper
Revisiting asymptotic stability in Solow's growth model
International Journal of Applied and Computational Mathematics
2019-11-07Paper
Vanishing central bank intervention in stochastic impulse control
Annals of Finance
2019-06-18Paper
Stochastic impulse control of exchange rates with Freidlin-Wentzell perturbations
Journal of Applied Probability
2018-09-26Paper
Exchange rate bifurcation in a stochastic evolutionary finance model
Decisions in Economics and Finance
2013-02-25Paper
Random perturbations of deterministic equilibria.
Journal of Economic Theory
2003-08-17Paper
Stability of option prices under uniform ellipticity.
Statistics & Probability Letters
2003-05-07Paper


Research outcomes over time


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