| Publication | Date of Publication | Type |
|---|
A class of short-term models for the oil industry that accounts for speculative oil storage
Finance and Stochastics | 2022-07-05 | Paper |
A class of short-term models for the oil industry addressing speculative storage
| 2020-03-26 | Paper |
Bubbles in assets with finite life
Mathematics and Financial Economics | 2019-07-08 | Paper |
A non-local free boundary problem arising in a theory of financial bubbles
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-01-13 | Paper |
Shock elasticities and impulse responses
Mathematics and Financial Economics | 2014-11-26 | Paper |
Pricing growth-rate risk
Finance and Stochastics | 2012-11-15 | Paper |
Outside and inside liquidity
The Quarterly Journal of Economics | 2011-06-09 | Paper |
Nonlinear principal components and long-run implications of multivariate diffusions
The Annals of Statistics | 2009-12-09 | Paper |
A limit theorem for systems of social interactions
Journal of Mathematical Economics | 2009-11-23 | Paper |
Long-Term Risk: An Operator Approach
Econometrica | 2009-05-18 | Paper |
Optimal exercise of executive stock options
Finance and Stochastics | 2009-02-28 | Paper |
Equilibria in systems of social interactions
Journal of Economic Theory | 2006-12-07 | Paper |
Executive Compensation and Short-Termist Behaviour in Speculative Markets
Review of Economic Studies | 2006-09-22 | Paper |
scientific article; zbMATH DE number 2130504 (Why is no real title available?)
| 2005-01-20 | Paper |
Competition among exchanges
The Quarterly Journal of Economics | 2003-02-06 | Paper |
Optimal environment management in the presence of irreversibilities
Journal of Economic Theory | 2001-09-25 | Paper |
Spectral methods for identifying scalar diffusions
Journal of Econometrics | 2001-06-19 | Paper |
A test for independence based on the correlation dimension
Econometric Reviews | 1998-08-24 | Paper |
Price crashes, information aggregation, and market-making
Journal of Economic Theory | 1998-05-21 | Paper |
DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
Mathematical Finance | 1997-08-31 | Paper |
scientific article; zbMATH DE number 834521 (Why is no real title available?)
| 1996-09-15 | Paper |
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
Econometrica | 1996-01-07 | Paper |
Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics
Ricerche Economiche | 1994-09-19 | Paper |
Nonlinear dynamics in economics and finance
Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences | 1994-07-10 | Paper |
A system of non-linear functional differential equations arising in an equilibrium model of an economy with borrowing constraints
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1992-06-28 | Paper |
scientific article; zbMATH DE number 4130153 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4076928 (Why is no real title available?)
| 1988-01-01 | Paper |
Borrowing Constraints and Aggregate Economic Activity
Econometrica | 1986-01-01 | Paper |
Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems
Mathematics of Operations Research | 1986-01-01 | Paper |
Price Setting Supergames with Capacity Constraints
Review of Economic Studies | 1985-01-01 | Paper |
Maximum principle and transversality condition for concave infinite horizon economic models
Journal of Economic Theory | 1983-01-01 | Paper |
A Simple Competitive Model with Production and Storage
Review of Economic Studies | 1983-01-01 | Paper |
Duality theory for dynamic optimization models of economics: The continuous time case
Journal of Economic Theory | 1982-01-01 | Paper |
On the Differentiability of the Value Function in Dynamic Models of Economics
Econometrica | 1979-01-01 | Paper |
Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems
International Economic Review | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3788333 (Why is no real title available?)
| 1979-01-01 | Paper |
Stability of Separable Hamiltonians and Investment Theory
Review of Economic Studies | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3602977 (Why is no real title available?)
| 1978-01-01 | Paper |
Smoothness, Comparative Dynamics, and the Turnpike Property
Econometrica | 1977-01-01 | Paper |
scientific article; zbMATH DE number 3638618 (Why is no real title available?)
| 1977-01-01 | Paper |
Global asymptotic stability of optimal control systems with applications to the theory of economic growth
Journal of Economic Theory | 1976-01-01 | Paper |
On optimal steady states of n-sector growth models when utility is discounted
Journal of Economic Theory | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3602973 (Why is no real title available?)
| 1976-01-01 | Paper |
Some results on global asymptotic stability of difference equations
Journal of Economic Theory | 1975-01-01 | Paper |
