Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C6: Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
/ / / C61: Optimization Techniques; Programming Models; Dynamic Analysis

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Dynamic Stochastic General Equilibrium
2. Solution Methods for DSGE models

2003

• Daniel Serra, 2003, "Location of multiple server common service centers or public facilities for minimizing general congestion and travel cost functions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 658, Jan.
• Rosa Colomé & Helena Ramalhinho-Lourenço & Daniel Serra, 2003, "A new chance-constrained maximum capture location problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 661, Jan.
• Olivier Ledoit & Michael Wolf, 2003, "Honey, I shrunk the sample covariance matrix," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 691, Jun.
• Rita Ribeiro & Helena Ramalhinho-Lourenço, 2003, "Strategies for an integrated distribution problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 723, Nov.
• Rita Ribeiro & Helena Ramalhinho-Lourenço, 2003, "Multi-period vendor managed inventory systems," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 724, Dec.
• Rita Ribeiro & Helena Ramalhinho-Lourenço, 2003, "Inventory-routing model, for a multi-period problem with stochastic and deterministic demand," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 725, Nov.
• Peter X.-K. Song & Yanqin Fan & John D. Kalbfleisch, 2003, "Maximization by Parts in Likelihood Inference," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0319, Sep.
• Jaakko Simonen, 2003, "Regional Externalities in the Dynamic System of Three Regions," ERSA conference papers, European Regional Science Association, number ersa03p430, Aug.
• Christopher Ferrall, 2003, "Solving Finite Mixture Models in Parallel," Computational Economics, University Library of Munich, Germany, number 0303003, Mar.
• Michael Boguslavsky & Elena Boguslavskaya, 2003, "Optimal Arbitrage Trading," Finance, University Library of Munich, Germany, number 0309012, Sep.
• Valeri Zakamouline, 2003, "European Option Pricing and Hedging with both Fixed and Proportional Transaction Costs," Finance, University Library of Munich, Germany, number 0311009, Nov.
• Valeri Zakamouline, 2003, "American Option Pricing with Transaction Costs," Finance, University Library of Munich, Germany, number 0311012, Nov.
• Paolo Laureti Yi-Cheng Zhang, 2003, "Matching games with partial information," Game Theory and Information, University Library of Munich, Germany, number 0307002, Jul.
• Matthias Amen, 2003, "An exact method for cost-oriented assembly line balancing," GE, Growth, Math methods, University Library of Munich, Germany, number 0309002, Sep, revised 09 Sep 2003.
• Matthias Amen, 2003, "Heuristic methods for cost-oriented assembly line balancing: a survey," GE, Growth, Math methods, University Library of Munich, Germany, number 0309003, Sep, revised 09 Sep 2003.
• Matthias Amen, 2003, "Heuristic methods for cost-oriented assembly line balancing: a comparison on solution quality and computing time," GE, Growth, Math methods, University Library of Munich, Germany, number 0309004, Sep, revised 09 Sep 2003.
• Demberel S. & Nicholas Olenev & Igor Pospelov, 2003, "To a Mathematical Model of Economy and Environment Interaction //Mathematical modelling. 2003. V.15. No.4. P.107-121," GE, Growth, Math methods, University Library of Munich, Germany, number 0309006, Sep.
• Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003, "Can Sectoral Shifts Generate Persistent Unemployment in Real Business Cycle Models?," Macroeconomics, University Library of Munich, Germany, number 0311004, Nov.
• Gregory C. Chow & Yum K. Kwan, 2003, "Chow's Method of Optimal Control: A Numerical Solution," Method and Hist of Econ Thought, University Library of Munich, Germany, number 0306001, Jun.
• Timo Kuosmanen & Laurens Cherchye & Timo Sipiläinen, 2003, "The Law of One Price in Data Envelopment Analysis: Restricting Weight Flexibility Across Firms," Microeconomics, University Library of Munich, Germany, number 0312006, Dec, revised 18 Dec 2003.
• Laurens Cherchye & Wim Moesen, 2003, "Institutional Infrastructure and Economic Performance: Levels versus Catching Up and Frontier Shifts," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0314.
• Alvarez, Luis H. R. & Koskela, Erkki, 2003, "Irreversible investment under interest rate variability: new results," Bank of Finland Research Discussion Papers, Bank of Finland, number 29/2003.
• Alfarano, Simone & Lux, Thomas, 2003, "A minimal noise trader model with realistic time series properties," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2003-15.
• Wieland, Volker, 2003, "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/05.
• Danckwerts, Rudolf-Ferdinand & Grossmann, Wolf Dieter & Henne, Wolfgang, 2003, "Entwicklung eines Modells zur Projektion des Wirtschaftswachstums und der langfristigen Nachfrage nach Produktionsfaktoren in Deutschland unter besonderer Berücksichtigung des informationstechnologischen Innovationsprozesses," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 237.
• Christensen, Björn, 2003, "Die Reform der Arbeitslosenversicherung im Zuge der Agenda 2010 und ihr Einfluss auf die Arbeitslosigkeitsdauer: Simulationsergebnisse auf Basis der nicht-stationären Suchtheorie," Kiel Working Papers, Kiel Institute for the World Economy, number 1171.
• Edvardsen, Dag Fjeld & Forsund, Finn R., 2003, "International benchmarking of electricity distribution utilities," Resource and Energy Economics, Elsevier, volume 25, issue 4, pages 353-371, October.
• Arkin Vadim & Arkina Svetlana & Slastnikov Alexander, 2003, "Investment Stimulation by a Depreciation Mechanism," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 02-05e, Feb.
• Décamps, Jean-Paul & Mariotti, Thomas & Villeneuve, Stephane, 2003, "Investment timing under incomplete information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19325, Jan.
• Birbil, S.I. & Fang, S-C. & Frenk, J.B.G. & Zhang, S., 2003, "Recursive Approximation of the High Dimensional max Function," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number ERS-2003-003-LIS, Jan.
• Huisman, D. & Jans, R.F. & Peeters, M. & Wagelmans, A.P.M., 2003, "Combining Column Generation and Lagrangian Relaxation," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-092-LIS, Jan.
• Lentink, R.M. & Fioole, P-J. & Kroon, L.G. & van 't Woudt, C., 2003, "Applying Operations Research techniques to planning of train shunting," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-094-LIS, Jan.
• Birbil, S.I. & Fang, S-C. & Frenk, J.B.G. & Zhang, S., 2003, "Recursive Approximation of the High Dimensional max Function," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-003-LIS, Jan.
• Degraeve, Z. & Jans, R.F., 2003, "A New Dantzig-Wolfe Reformulation And Branch-And-Price Algorithm For The Capacitated Lot Sizing Problem With Set Up Times," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-010-LIS, Mar.
• Degraeve, Z. & Jans, R.F., 2003, "Improved Lower Bounds For The Capacitated Lot Sizing Problem With Set Up Times," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-026-LIS, May.
• Mostard, J. & Teunter, R.H. & de Koster, M.B.M., 2003, "The distribution-free newsboy problem with resalable returns," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-068-LIS, Oct.
• Evangelos I. Kaisar & Mark Austin & Vasilios Lagakos & Stratos Papadimitriou & Ali Haghani, 2003, "Hierarchal Object-Oriented Models for Management of Narrow Passageways," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 95-108, July - De.
• Anindya BANERJEE & Paul MIZEN, 2003, "A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated," Economics Working Papers, European University Institute, number ECO2003/11.
• Stefano Bosi & Francesco Magris & Alain Venditti, 2003, "Indeterminacy in a Cash-in-Advance Two-Sector Economy," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 03-04.
• Stefano Bosi & Francesco Magris & Alain Venditti, 2003, "Sunspot Fluctuations in Two-Sector Economies with Heterogeneous Agents," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 03-12.
• Andriy DEMCHUK,, 2003, "Sovereign Debt Contract and Optimal Consumption-Investment Strategies," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp104, Feb.
• Richard Dennis, 2003, "Inferring Policy Objectives from Economic Outcome," Working Paper Series, Federal Reserve Bank of San Francisco, number 2003-05, Jun, DOI: 10.24148/wp2003-05.
• Jacques Olivier & José M. Marin, 2003, "On the impact of leverage constraints on asset prices and trading volume," Post-Print, HAL, number hal-00460077, Jun, DOI: 10.1007/s101080300063.
• Löfgren, Åsa, 2003, "Habit Formation in the Environmental Quality: Dynamic Optimal Environmental Taxation," Working Papers in Economics, University of Gothenburg, Department of Economics, number 92, Mar.
• Seierstad, Atle, 2003, "Conditions implying the vanishing of the Hamiltonian at the infinite horizon in optimal control problems," Memorandum, Oslo University, Department of Economics, number 22/2002, Jun.
• Seierstad, Atle, 2003, "Maximum principle for stochastic control in continuous time with hard end constraints," Memorandum, Oslo University, Department of Economics, number 24/2002, Jun.
• Seierstad, Atle, 2003, "Piecewise deterministic optimal control problems," Memorandum, Oslo University, Department of Economics, number 39/2003, Dec.
• Marklund, Per-Olov, 2003, "Analyzing Interplant Marginal Abatement Cost Differences: A Directional Output Distance Function Approach," Umeå Economic Studies, Umeå University, Department of Economics, number 618, Dec.
• Marklund, Per-Olov, 2003, "Environmental Regulation and Firm Efficiency: Studying the Porter Hypothesis using a Directional Output Distance Function," Umeå Economic Studies, Umeå University, Department of Economics, number 619, Dec.
• Marklund, Per-Olov & Samakovlis, Eva, 2003, "What is Driving the EU Burden-Sharing Agreement: Efficiency or Equity?," Umeå Economic Studies, Umeå University, Department of Economics, number 620, Dec.
• Claudio Mattalia, 2003, "Existence of solutions and asset pricing bubbles in general equilibrium models," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 02-2003, Jan.
• Emili Tortosa-Ausina, 2003, "Bank cost efficiency as distribution dynamics: controlling for specialization is important," Investigaciones Economicas, Fundación SEPI, volume 27, issue 1, pages 71-96, January.
• Saïd Hanchane & David Touahri, 2003, "Diversité des sources d'incertitude et accumulation de capital humain sur le cycle de vie," IDEP Working Papers, Institut d'economie publique (IDEP), Marseille, France, number 0310, Oct.
• Michael H. Breitner, 2003, "Rufus Philip Isaacs and the Early Years of Differential Games," IWI Discussion Paper Series, Institut für Wirtschaftsinformatik, Universität Hannover, number 1, Jan.
• Oliver Kubertin & Michael H. Breitner, 2003, "WARRANT-PRO-2: A GUI-Software for Easy Evaluation, Design and Visualization of European Double-Barrier Options," IWI Discussion Paper Series, Institut für Wirtschaftsinformatik, Universität Hannover, number 5, May.
• Nagaev, Sergei A., 2003, "A Diffusion Approximation for the Riskless Profit under Selling of Discrete Time Call Options," Economics Series, Institute for Advanced Studies, number 137, Sep.
• Francisco Venegas-Martínez & Gilberto Pérez-Lechuga, 2003, "Prior Information In Stochastic Optimization: Quasigradient Methods," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 2, issue 2, pages 175-192, Junio 200.
• Schöler Klaus & Kneis Gert, 2003, "Zur Begründung der linearen Nachfragefunktion in der Haushaltstheorie / Reasons for the Linear Demand Function in Consumer Theory," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 223, issue 5, pages 571-580, October, DOI: 10.1515/jbnst-2003-0505.
• Thomas Eichner & Marco Runkel, 2003, "Efficient Management of Product Durability and Recyclability under Utilitarian and Chichilnisky Preferences," Journal of Economics, Springer, volume 80, issue 1, pages 43-75, August, DOI: 10.1007/s00712-002-0607-0.
• Tülin Erdem & Susumu Imai & Michael Keane, 2003, "Brand and Quantity Choice Dynamics Under Price Uncertainty," Quantitative Marketing and Economics (QME), Springer, volume 1, issue 1, pages 5-64, March, DOI: 10.1023/A:1023536326497.
• Takashi Kamihigashi, 2003, "Necessity of the Transversality Condition for Stochastic Models with CRRA Utility," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 137, May.
• Takashi Kamihigashi & Santanu Roy, 2003, "A Nonsmooth, Nonconvex Model of Optimal Growth," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 139, Aug.
• Takashi Kamihigashi, 2003, "Almost Sure Convergence to Zero in Stochastic Growth Models," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 140, Sep.
• Ngo Van Long & Koji Shimomura, 2003, "A Note on Transversality Conditions," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 144, Nov.
• Takashi Kamihigashi & Santanu Roy, 2003, "A Nonsmooth, Nonconvex Model of Optimal Growth," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 158, Dec.
• Takashi Kamihigashi, 2003, "Almost sure convergence to zero in stochastic growth models," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 170, Sep, revised May 2005.
• Diderik Lund, 2003, "How to analyze the investment–uncertainty relationship in real option models?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 03-17, Nov.
• Constantinos Maglaras & Joern Meissner, 2003, "Dynamic Pricing Strategies for Multi-Product Revenue Management Problems," Working Papers, Department of Management Science, Lancaster University, number MRG/0002, Jul, revised Nov 2005.
• Tatiana Ermolieva & Yuri Ermoliev & Guenther Fischer & Istvan Galambos, 2003, "The Role of Financial Instruments in Integrated Catastrophic Flood Management," Multinational Finance Journal, Multinational Finance Journal, volume 7, issue 3-4, pages 207-230, September.
• Sjur Didrik Flåm & Alf Erling Risa, 2003, "Ability, Self-Confidence, and Search," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 159, issue 3, pages 439-456, September.
• Norman Brown & Paolo Vanini, 2003, "On Habits and Addictions," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 159, issue 4, pages 603-626, December.
• Hsiao-chuan Chang, 2003, "Do Immigrants Rob Jobs? A Case Study Of Australia," Department of Economics - Working Papers Series, The University of Melbourne, number 883.
• Juan E. Martinez-Legaz & John K.-H. Quah, 2003, "Risk Aversion over Incomes and Risk Aversion over Commodities," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W09, Mar.
• John Creedy, 2003, "Survey Reweighting for Tax Microsimulation Modelling," Treasury Working Paper Series, New Zealand Treasury, number 03/17, Sep.
• Marco Schulmerich & Siegfried Trautmann, 2003, "Local Expected Shortfall-Hedging in Discrete Time," Review of Finance, European Finance Association, volume 7, issue 1, pages 75-102.
• Aleš Černý, 2003, "Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets," Review of Finance, European Finance Association, volume 7, issue 2, pages 191-233.
• Antonio Mele, 2003, "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," The Review of Financial Studies, Society for Financial Studies, volume 16, issue 3, pages 679-716, July.
• Richard Mash, 2003, "A Note on Simple MSV Solution Methods for Rational Expectations Models of Monetary Policy," Economics Series Working Papers, University of Oxford, Department of Economics, number 173, Oct.
• Richard Mash, 2003, "New Keynesian Microfoundations Revisited: A Calvo-Taylor-Rule-of-Thumb Model and Optimal Monetary Policy Delegation," Economics Series Working Papers, University of Oxford, Department of Economics, number 174, Oct.
• Danyang Xie & Chi-Wa Yuen, 2003, "A Dynamic General Equilibrium Framework of Investment with Financing Constraint," IMF Staff Papers, Palgrave Macmillan, volume 50, issue 2, pages 1-6.
• Alvaro Aguiar & Manuel M. F. Martins, 2003, "Macroeconomic Volatility Trade-off and Monetary Policy Regime in the Euro Area," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 123, Mar.
• Albu, Lucian-Liviu, 2003, "Underground economy modelling: simple models with complicated dynamics," MPRA Paper, University Library of Munich, Germany, number 12447.
• Photis, Yorgos N. & Grekoussis, George, 2003, "Assesing demand in stochastic locational planning problems: An Artificial Intelligence approach for emergency service systems," MPRA Paper, University Library of Munich, Germany, number 20678.
• Fleten, Stein-Erik & Näsäkkälä, Erkka, 2003, "Gas fired power plants: Investment timing, operating flexibility and abandonment," MPRA Paper, University Library of Munich, Germany, number 217, Mar, revised Jun 2006.
• Reiß, Markus & Bethmann, Dirk, 2003, "Transitional Dynamics in the Uzawa-Lucas Model of Endogenous Growth," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,17.
• Steinmann, Lukas & Dittrich, Gunnar & Karmann, Alexander & Zweifel, Peter, 2003, "Measuring and comparing the (in)efficiency of German and Swiss hospitals," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 16/03.
• Krähmer, Daniel, 2003, "Learning and self-confidence in contests
  [Lernen und Selbstvertrauen in Wettkämpfen]," Discussion Papers, Research Unit: Market Processes and Governance, WZB Berlin Social Science Center, number SP II 2003-10.

2002

• Čížek, Pavel, 2002, "Robust estimation with discrete explanatory variables," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,76.
• Hagedorn, Marcus & Kaul, Ashok & Mennel, Tim, 2002, "An adverse selection model of optimal unemployment insurance," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 30-2002.
• Doherr, Thorsten & Czarnitzki, Dirk, 2002, "Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-41.
• Hernandez, Gustavo Adolfo & Light, Miles & Rutherford, Thomas, 2002, "A dynamic general equilibrium model for tax policy analysis in Colombia," MPRA Paper, University Library of Munich, Germany, number 28435, May.
• Alexopoulos, Aristotelis & Fournarakis, Nikolaos & Sambracos, Evangelos, 2002, "Using System Dynamics to Improve the Marine Manpower of the Passenger Industry in Management Decisions," MPRA Paper, University Library of Munich, Germany, number 52339, Nov.
• Bilgili, Faik, 2002, "VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması
  [A Comparison of Ex-Post Forecast Accuracies for VAR, ARIMA, Exponential Smoothing, Combining and Add-Fac," MPRA Paper, University Library of Munich, Germany, number 75536, revised 2002.
• Alexis Derviz, 2002, "The uncovered parity properties of the czech koruna," Prague Economic Papers, Prague University of Economics and Business, volume 2002, issue 1, pages 17-37, DOI: 10.18267/j.pep.186.
• Tomáš Kadlec, 2002, "Optimal timing of tv commercials: symmetrical model," Prague Economic Papers, Prague University of Economics and Business, volume 2002, issue 4, pages 356-369, DOI: 10.18267/j.pep.202.
• Christopher Ferrall, 2002, "Estimation And Inference In Social Experiments," Working Paper, Economics Department, Queen's University, number 1008, Aug.
• Antonio Mele, 2002, "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," Working Papers, Queen Mary University of London, School of Economics and Finance, number 460, Jun.
• Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros, 2002, "Evaluating the performance of GARCH models using White´s Reality Check," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 453, Apr.
• Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech, 2002, "Building Neural Network Models for Time Series: A Statistical Approach," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 461, Aug.
• Christian A. Ruzzier, 2002, "Una Introducción a la Estimación No Paramétrica de Fronteras de Eficiencia," UADE Textos de Discusión, Instituto de Economía, Universidad Argentina de la Empresa, number 41_2002, Jul.
• Alessio Moro, 2002, "La soluzione centralizzata del modello di Uzawa-Lucas con esternalità," Rivista di Politica Economica, SIPI Spa, volume 92, issue 6, pages 111-146, November-.
• Mika Kato & Lars Gruene & Willi Semmler, 2002, "Solving Ecological Mangement Problems Using Dynamic Programming," Computing in Economics and Finance 2002, Society for Computational Economics, number 102, Jul.
• Gang Gong & Willi Semmler, 2002, "Solving Stochastic Dynamic Optimization Models with Approximations: Some Experiments," Computing in Economics and Finance 2002, Society for Computational Economics, number 104, Jul.
• D.D.B. van Bragt & D.J.A. Somefun & E. Kutschinski & J.A. La Poutre, 2002, "An Algorithm for On-Line Price Discrimination," Computing in Economics and Finance 2002, Society for Computational Economics, number 106, Jul.
• Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez, 2002, "Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 113, Jul.
• David Goldbaum, 2002, "Investment and Discovery: Market coordination when investing in projects with endogenous payoffs," Computing in Economics and Finance 2002, Society for Computational Economics, number 118, Jul.
• Sharon O'Donnell, 2002, "Diversity of Neighborhood Transition," Computing in Economics and Finance 2002, Society for Computational Economics, number 133, Jul.
• Mico Mrkaic, 2002, "Neuro-dynamic Programming in Economics," Computing in Economics and Finance 2002, Society for Computational Economics, number 136, Jul.
• Joseph Andria & Manfred Gilli, 2002, "Pricing and hedging options in incomplete markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 163, Jul.
• Pompermayer F.M. & Florian M. & Leal J.E., 2002, "A spatial price oligopoly model for refined petroleum products: an application to a Brazilian case," Computing in Economics and Finance 2002, Society for Computational Economics, number 172, Jul.
• Michael Reiter, 2002, "Computing heterogenous agent models when the distribution matters," Computing in Economics and Finance 2002, Society for Computational Economics, number 173, Jul.
• L. Bauwens & S. Laurent & J.P. Peters & J. Rombouts, 2002, "Multivariate GARCH models and their Estimation," Computing in Economics and Finance 2002, Society for Computational Economics, number 19, Jul.
• Bruno Viscolani, 2002, "New product introduction: determining optimal advertising policies," Computing in Economics and Finance 2002, Society for Computational Economics, number 193, Jul.
• Fernando S. Oliveira, 2002, "Quasi-Perfect Rationality, Playing Automata Dynamic Games," Computing in Economics and Finance 2002, Society for Computational Economics, number 215, Jul.
• A. Consiglio & A. Pecorella & S.A. Zenios, 2002, "A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees," Computing in Economics and Finance 2002, Society for Computational Economics, number 217, Jul.
• Cristian Wieland, 2002, "Controlling Chaos in Higher Dimensional Maps," Computing in Economics and Finance 2002, Society for Computational Economics, number 232, Jul.
• Michel Juillard, 2002, "Perturbation method at order k: A recursive algorithm," Computing in Economics and Finance 2002, Society for Computational Economics, number 257, Jul.
• Carl Chiarella & Mark Craddock & Nadima El-Hassan, 2002, "A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 261, Jul.
• Victor Dorofeenko & Jamsheed SHORISH, 2002, "Dynamical Modeling of the Demographic Prisoner’s Dilemma," Computing in Economics and Finance 2002, Society for Computational Economics, number 266, Jul.
• Carl Chiarella & Andrew Ziogas, 2002, "Evaluation of American Strangles," Computing in Economics and Finance 2002, Society for Computational Economics, number 28, Jul.
• NUÑEZ, Laura, 2002, "An analysis of the robustness of Genetic Algorithm (GA) methodology in the design of trading systems for the Stock Exchange," Computing in Economics and Finance 2002, Society for Computational Economics, number 29, Jul.
• Carl Chiarella & Nadima El-Hassan & Adam Kucera, 2002, "The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions," Computing in Economics and Finance 2002, Society for Computational Economics, number 292, Jul.
• Thorsten Pampel, 2002, "Computation of the value function indiscrete stochastic optimal growth models," Computing in Economics and Finance 2002, Society for Computational Economics, number 295, Jul.
• Wilfredo L. Maldonado & Benar F. Svaiter, 2002, "On the accuracy of the estimated policy function using the Bellman contraction method," Computing in Economics and Finance 2002, Society for Computational Economics, number 30, Jul.
• Simone Alfarano & Thomas Lux, 2002, "A minimal noise trader model with realistic time series," Computing in Economics and Finance 2002, Society for Computational Economics, number 317, Jul.
• P. Palmitesta & C. Provasi, 2002, "Likelihood function optimization of elliptical copula models with financial applications," Computing in Economics and Finance 2002, Society for Computational Economics, number 327, Jul.
• Dietmar Maringer, 2002, "APT At Work: Finding The Relevant Risk Factors For Asset Pricing," Computing in Economics and Finance 2002, Society for Computational Economics, number 337, Jul.
• Tetsuya Noguchi & Berc Rustem, 2002, "An algorithm for the quasivariational inequality arising in option pricing with transaction costs I," Computing in Economics and Finance 2002, Society for Computational Economics, number 378, Jul.
• Tetsuya Noguchi & Berc Rustem, 2002, "An algorithm for the quasivariational inequality arising in option pricing with transaction costs II," Computing in Economics and Finance 2002, Society for Computational Economics, number 379, Jul.
• Chiarella, Carl & Dieci, Roberto & Gardini, Laura, 2002, "Price Dynamics And Diversification Under Heterogeneous Expectations," Computing in Economics and Finance 2002, Society for Computational Economics, number 88, Jul.
• Lars Gruene & Willi Semmler, 2002, "Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics," Computing in Economics and Finance 2002, Society for Computational Economics, number 99, Jul.
• Hagen Bobzin, 2002, "Fundamentals of Production Theory in International Trade. A Modern Approach Based on Theory of Duality," Volkswirtschaftliche Diskussionsbeiträge, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, number 104-02, Dec.
• Ding Zhang & June Dong & Anna Nagurney, 2002, "Spatial economic networks with multicriteria producers and consumers: Statics and dynamics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 36, issue 1, pages 79-105.
• Jean H. P. Paelinck, 2002, "A multiple gap approach to spatial economics," The Annals of Regional Science, Springer;Western Regional Science Association, volume 36, issue 2, pages 219-227.
• Hans Föllmer & Alexander Schied, 2002, "Convex measures of risk and trading constraints," Finance and Stochastics, Springer, volume 6, issue 4, pages 429-447.
• Harvey E. Lapan & David A. Hennessy, 2002, "Symmetry and order in the portfolio allocation problem," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 19, issue 4, pages 747-772.
• Lisa Morhaim & Charles-Henri Dimaria & Cuong Le Van, 2002, "The discrete time version of the Romer model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 133-158.
• Kevin X.D. Huang, 2002, "Valuation in infinite-horizon sequential markets with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 189-198.
• Takashi Kamihigashi, 2002, "A simple proof of the necessity of the transversality condition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 2, pages 427-433.
• Kieran P. Donaghy, 2002, "research notes and comments: The "green book" twenty years on: A new look at the research program of Isard and Liossatos's "spatial dynamics and optimal space-time development"," Papers in Regional Science, Springer;Regional Science Association International, volume 81, issue 4, pages 499-509.
• Winfried J. Steiner & Harald Hruschka, 2002, "Produktliniengestaltung mit Genetischen Algorithmen," Schmalenbach Journal of Business Research, Springer, volume 54, issue 7, pages 575-601, November, DOI: 10.1007/BF03372688.
• Mustafa Akan, 2002, "Policy Implications of Solutions of Dynamic Optimal Production Problems for Disinflationary Economic Policies," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 2, issue 1, pages 65-73.
• Stan van Hoesel & H. Edwin Romeijn & Dolores Romero Morales & Albert P.M. Wagelmans, 2002, "Polynomial Time Algorithms for Some Multi-Level Lot-Sizing Problems with Production Capacities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-066/4, Jun.
• Wilco van den Heuvel & Albert P.M. Wagelmans, 2002, "A Note on Ending Inventory Valuation in Multiperiod Production Scheduling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-067/4, Jun.
• Gerard van der Laan & Dolf Talman & Zaifu Yang, 2002, "Perfection and Stability of Stationary Points with Applications to Noncooperative Games," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-126/1, Dec.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-99.
• Lutgens, F. & Sturm, J.F., 2002, "Robust One Period Option Modelling," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-114.
• Sturm, J.F., 2002, "Implementation of Interior Point Methods for Mixed Semidefinite and Second Order Cone Optimization Problems," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-73.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2002, "Perfection and Stability of Stationary Points with Applications in Noncooperative Games," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-108.
• Berridge, S.J. & Schumacher, J.M., 2002, "An Irregular Grid Approach for Pricing High Dimensional American Options," Other publications TiSEM, Tilburg University, School of Economics and Management, number 416a6d43-3466-47e0-b656-d.
• van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2002, "Perfection and Stability of Stationary Points with Applications in Noncooperative Games," Other publications TiSEM, Tilburg University, School of Economics and Management, number fc1f47c6-314f-4932-80c6-1.
• Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner, 2002, "Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0212, Nov.
• Jean-Marc Bonnisseau & Jorge Rivera Cayupi, 2002, "The equilibrium manifold with Boundary constraints on the Consumption sets," Working Papers, University of Chile, Department of Economics, number wp196, Oct.
• van Hoesel, C.P.M. & Romeijn, H.E. & Romero Morales, M.D. & Wagelmans, A., 2002, "Polynomial time algorithms for some multi-level lot-sizing problems with production capacities," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 018, Jan, DOI: 10.26481/umamet.2002018.
• Juan P. Soto & Helena Ramalhinho-Lourenço, 2002, "A recoverable production planning model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 636, Jul.
• Daniel Serra & Francisco Silva, 2002, "Locating emergency services with priority rules: The priority queuing covering location problem," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 642, Sep, revised May 2008.
• Carl Chiarella & Andrew Ziogas, 2002, "Evaluation of American Strangles," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 83, Jun.
• Andrea Gamba & Alberto Micalizzi, 2002, "Product Development and Market Expansion: a Valuation Approach Based on Real Options," Working Papers, University of Verona, Department of Economics, number 01/2002, Dec.
• Pavel Cizek, 2002, "Robust Estimation with Discrete Explanatory Variables," Econometrics, University Library of Munich, Germany, number 0203001, Mar.
• David Backus & Liuren Wu & Stanley Zin, 2002, "Markov Chain Approximations For Term Structure Models," Finance, University Library of Munich, Germany, number 0207018, Sep.
• V.-P. Heikkinen & & Timo Kuosmanen, 2002, "Stochastic Dominance Portfolio Analysis of Forestry Assets," Finance, University Library of Munich, Germany, number 0210002, Oct.
• Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski, 2002, "Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo," Finance, University Library of Munich, Germany, number 0211003, Nov, revised 28 Nov 2002.
• Stein W. Wallace & Stein-Erik Fleten, 2002, "Stochastic programming in energy," GE, Growth, Math methods, University Library of Munich, Germany, number 0201001, Jan, revised 13 Nov 2003.
• Danyang Xie, 2002, "Explicit Transitional Dynamics in Growth Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0207003, Aug.
• Danyang Xie, 2002, "Divergence in Economic Performance: Transitional Dynamics with Multiple Equilibria," GE, Growth, Math methods, University Library of Munich, Germany, number 0210002, Oct.
• M. Zarichnyi, 2002, "Correspondences of probability measures with restricted marginals revisited," GE, Growth, Math methods, University Library of Munich, Germany, number 0210006, Oct.
• Martin E. Diedrich, 2002, "Emission Targets and Equilibrium Choice of Technique," GE, Growth, Math methods, University Library of Munich, Germany, number 0211001, Nov.
• Chi-wa Yuen & Danyang Xie, 2002, "A Dynamic General Equilibrium Framework of Investment with Financing Constraint," Macroeconomics, University Library of Munich, Germany, number 0207009, Aug.
• Danyang Xie, 2002, "On Time Inconsistency: A Technical Issue in Stackelberg Differential Games," Macroeconomics, University Library of Munich, Germany, number 0212004, Dec.
• K. Tobias Winther, 2002, "Value Creation and Profit Optimization," Microeconomics, University Library of Munich, Germany, number 0206001, Jun, revised 08 Dec 2003.
• Laurens Cherchye & & Timo Kuosmanen, 2002, "Benchmarking Sustainable Development: A Synthetic Meta-index Approach," Others, University Library of Munich, Germany, number 0210001, Oct, revised 04 Dec 2002.
• Laurens Cherchye & Piet Vanden Abeele, 2002, "On Research Efficiency: A Micro-Analysis of Dutch University Research in Economics and Business Management," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0206.
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Lévy processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Regular Lévy Processes of Exponential type in 1D," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Pricing and hedging of contingent claims of European type," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Perpetual American options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "American options: finite time horizon," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "First-touch digitals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Barrier options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Multi-asset contracts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Investment under uncertainty and capital accumulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Endogenous default and pricing of the corporate debt," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Fast pricing of European options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Discrete time models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Feller processes of normal inverse Gaussian type," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Non-Gaussian Merton-Black-Scholes Theory".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Pseudo-differential operators with constant symbols," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Non-Gaussian Merton-Black-Scholes Theory".