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.
• Arriaza Balmón, Manuel & Avilés, Pedro Ruiz & Gomez-Limon, Jose Antonio, 2003, "Evaluacion de alternativas de desacoplamiento total de ayudas COP: el caso de la agricultura de regadio en el valle del Guadalquivir," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 3, issue 06, pages 1-25, DOI: 10.22004/ag.econ.28799.
• Weber, Gerald, 2003, "Internationaler Handel und multifunktionale Landwirtschaft : Ein Agrarsektormodell zur Analyse Politischer Optionen und Entscheidungsunterstutzung," Working Paper Series, Humboldt University Berlin, Department of Agricultural Economics, number 18824, DOI: 10.22004/ag.econ.18824.
• Gomez-Limon, Jose Antonio & Riesgo, Laura & Arriaza Balmón, Manuel, 2003, "Multi-Criteria Analysis Of Factors Use Level: The Case Of Water For Irrigation," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa, International Association of Agricultural Economists, number 25836, DOI: 10.22004/ag.econ.25836.
• Spreen, Thomas H. & Brewster, Charlene & Brown, Mark G., 2003, "The Free Trade Area of the Americas and the Market for Processed Orange Products," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 01, pages 1-20, April, DOI: 10.22004/ag.econ.37837.
• Scaletta, Timi M. & Stokes, Jeffrey R., 2003, "Optimal Agricultural Credit Association Branch Office Locations," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 01, pages 1-18, April, DOI: 10.22004/ag.econ.37838.
• Archer, David W. & Gesch, Russell W., 2003, "Value of Temperature-Activated Polymer-Coated Seed in the Northern Corn Belt," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 3, pages 1-13, December, DOI: 10.22004/ag.econ.43198.
• Flanders, Archie & White, Fred C. & Shurley, W. Donald & Brown, Steve M., 2003, "Profit and Variance Analysis of Cotton Production Technologies and Rotation Crops in Georgia," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 3, pages 1-10, December, DOI: 10.22004/ag.econ.43204.
• Andersen, Jesper Levring & Bogetoft, Peter, 2003, "Quota Trading and Profitability: Theoretical Models and Applications to Danish Fisheries," Unit of Economics Working Papers, Royal Veterinary and Agricultural University, Food and Resource Economic Institute, number 24180, DOI: 10.22004/ag.econ.24180.
• Rossen Nikolaev, 2003, "Conditions for existence of optimal biactive portfolio," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 79-100.
• Olivier Ledoit & Michael Wolf, 2015, "Honey, I Shrunk the Sample Covariance Matrix," Working Papers, Barcelona School of Economics, number 92, Sep.
• Ailton Cassetari, 2003, "The Maximum Entropy Principle and the Modern Portfolio Theory," Brazilian Review of Finance, Brazilian Society of Finance, volume 1, issue 2, pages 271-300.
• Farah, N. & Satchell, S.E., 2003, "A Loss Aversion Performance Measure," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0333, Jul.
• Sudhir A. Shah, 2003, "Optimal Management of Durable Pollution," Working papers, Centre for Development Economics, Delhi School of Economics, number 113, Jan.
• José A. Gómez-Limón & Laura Riesgo & Manuel Arriaza, 2003, "Multi-Criteria Analysis of Factors Use Level: The Case of Water for Irrigation," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/18.
• Renan Goetz & Angels Xabadia, 2003, "Applications of Distributed Optimal Control in Economics-The Case of Forest Management," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/37.
• Anastasios Xepapadeas, 2003, "Regulation and Evolution of Harvesting Rules and Compliance in Common Pool Resources," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/39.
• Jean-Paul Decamps & Thomas Mariotti & Stephane Villeneuve, 2003, "Investment Timing under Incomplete Information," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 444, Jan.
• Martin Meurers, 2003, "Angebot und Nachfrage im Außenhandel : Theoretische Überlegungen und eine Kointegrationsanalyse für Deutschland," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 13, September.
• Dieter Dziadkowski & Andrea Gebauer & W. Christian Lohse & Chang Woon Nam & Rüdiger Parsche, 2002, "Development of Recent VAT Revenues and Anticipated Fiscal Effects of Reform Proposals for VAT System," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 13, February.
• Meritxell Albertí & Ángel León & Gerard Llobet, 2003, "Evaluation of a Taxi Sector Reform: A Real Options Approach," Working Papers, CEMFI, number wp2003_0312.
• Leopoldo Fergusson, 2003, "Tributaci√Ìn, Crecimiento Y Bienestar: El Caso Colombiano(1970-1999)," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3662, Feb.
• Fergusson Leopoldo, 2003, "Impuestos, crecimiento económico y bienestar en Colombia (1970-1999)," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Luis Ángel Medina, 2003, "Aplicación de la teoría del portafolio en el mercado accionario colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Danny García Callejas, 2003, "La ética de los estudiantes frente a los exámenes académicos: un problema relacionado con beneficios económicos y probabilidades," Borradores del CIE, Universidad de Antioquia, CIE, number 3008, Nov.
• Jill Harrison & Glyn Wittwer, 2003, "RunMONASH: Automating A Dynamic, Recursive CGE Model," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number c14, Oct.
• LE VAN, Cuong & SAGLAM, Cagri, 2003, "Optimal growth models and the Lagrange multiplier," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003083, Nov.
• Wieland, Volker, 2003, "Monetary Policy and Uncertainty about the Natural Unemployment Rate," CEPR Discussion Papers, Centre for Economic Policy Research, number 3811, Mar.
• Francesco, MENONCIN, 2003, "Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2003015, Nov.
• Ning Sun & Zaifu Yang, 2003, "Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 51-71, May.
• Spreen, Thomas H. & Brewster, Charlene & Brown, Mark G., 2003, "The Free Trade Area of the Americas and the Market for Processed Orange Products," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 35, issue 1, pages 107-126, April.
• Scaletta, Timi M. & Stokes, Jeffrey R., 2003, "Optimal Agricultural Credit Association Branch Office Locations," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 35, issue 1, pages 127-141, April.
• Monti, Francesca V., 2003, "Implementing optimal control in cointegrated I(1) structural VAR models," Working Paper Series, European Central Bank, number 288, Nov.
• Castelnuovo, Efrem & Paolo Surico, 2003, "Why are Federal Funds Rates so Smooth?," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 39, Jun.
• Peter Arcidiacono & John Bailey Jones, 2003, "Finite Mixture Distributions, Sequential Likelihood and the EM Algorithm," Econometrica, Econometric Society, volume 71, issue 3, pages 933-946, May.
• Coakley, Jerry & Fuertes, Ana-Maria & Perez, Maria-Teresa, 2003, "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11-12, pages 2219-2242, September.
• Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa, 2003, "Numerical issues in threshold autoregressive modeling of time series," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 2219-2242, DOI: 10.1016/S0165-1889(02)00123-9.
• Borm, Peter & Vermeulen, Dries & Voorneveld, Mark, 2003, "The structure of the set of equilibria for two person multicriteria games," European Journal of Operational Research, Elsevier, volume 148, issue 3, pages 480-493, August.
• Mahadevan, B. & Pyke, David F. & Fleischmann, Moritz, 2003, "Periodic review, push inventory policies for remanufacturing," European Journal of Operational Research, Elsevier, volume 151, issue 3, pages 536-551, December.
• Ledoit, Olivier & Wolf, Michael, 2003, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," Journal of Empirical Finance, Elsevier, volume 10, issue 5, pages 603-621, December.
• Kamihigashi, Takashi, 2003, "Necessity of transversality conditions for stochastic problems," Journal of Economic Theory, Elsevier, volume 109, issue 1, pages 140-149, March.
• Jerez, Belen, 2003, "A dual characterization of incentive efficiency," Journal of Economic Theory, Elsevier, volume 112, issue 1, pages 1-34, September.

2002

• Maitreesh Ghatak & Massimo Morelli & Tomas Sjostrom, 2002, "Credit Rationing, Wealth Inequality, and Allocation of Talent," Economics Working Papers, Institute for Advanced Study, School of Social Science, number 0026, Oct.
• Benjamin, Catherine & Piot-Lepetit, Isabelle, 2002, "Measuring the Effects of Alternative Support Policy Instruments on Beef Supply," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain, European Association of Agricultural Economists, number 24781, DOI: 10.22004/ag.econ.24781.
• Mittenzwei, Klaus, 2002, "Policy Design as an Irreversible Investment Under Uncertainty: Norwegian Agriculture and the WTO," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain, European Association of Agricultural Economists, number 24875, DOI: 10.22004/ag.econ.24875.
• Mathews, Kenneth H., Jr., 2002, "Economic Effects Of A Ban Against Antimicrobial Drugs Used In U.S. Beef Production," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 34, issue 3, pages 1-18, December, DOI: 10.22004/ag.econ.15068.
• Kancs, d'Artis, 2002, "Modelling Renewable Energy Policies," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331030.
• Rossen Nikolaev, 2002, "Risk Evaluation in Multiactive Portfolio of Shares," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 135-146.
• van der Laan, Gerard & Talman, Dolf & Yang, Zaifu, 2017, "Perfection and stability of stationary points with applications to noncooperative games," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 344, Apr.
• Francisco J. André & Emilio Cerdá, 2002, "Landfilling, Set-Up Costs and Optimal Capacity," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2002/05.
• Maitreesh Ghatak & Massimo Morelli & Tomas Sjostrom, 2002, "Credit Rationing, Wealth Inequality, and Allocation of Talent," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 441, Oct.
• Ngo Van Long & Koji Shimomura, 2002, "A New Proof Of The Maximum Principle," CIRANO Working Papers, CIRANO, number 2002s-04, Jan.
• Marcela Montoya Múnera & Danny Garc�a Callejas, 2002, "Economía y relaciones sexuales: un modelo económico, su verificación empírica y posibles recomendaciones para disminuir los casos de sida," Borradores del CIE, Universidad de Antioquia, CIE, number 2398, Nov.
• CARTIGNY, Pierre & MICHEL, Philippe, 2002, "On the selection of one feedback Nash equilibrium in discounted linear-quadratic games," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002034, May.
• LE VAN, Cuong & VAILAKIS, Yiannis, 2002, "Recursive utility and optimal growth with bounded or unbounded returns," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002055, Oct.
• Basak, Suleyman & Shapiro, Alex, 2002, "A Model of Credit Risk, Optimal Policies and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 3413, Jun.
• Paolo Battocchio & Francesco Menoncin, 2002, "Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 19, Mar.
• Paolo BATTOCCHIO, 2002, "Optimal Portfolio Strategies with Stochastic Wage Income : The Case of A defined Contribution Pension Plan," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002005, Feb.
• Paolo BATTOCCHIO & Francesco MENONCIN, 2002, "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002021, Jun.
• J. AZNAR-MARQUEZ & J.R. Ruiz-Tamarit, 2002, "Closed-Form Solution for a Two-Sector Endogenous Growth Model with two Controls," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002030, Jun.
• Mathews, Kenneth H., 2002, "Economic Effects of a Ban Against Antimicrobial Drugs Used in U.S. Beef Production," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 34, issue 3, pages 513-530, December.
• Eric Young, 2002, "Code for "Approximate Aggregation"," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 149, revised Apr 2005.
• VIEILLE, Nicolas & WEIBULL, Jörgen W., 2002, "Uniqueness in infinitely repeated decision problems," HEC Research Papers Series, HEC Paris, number 755, Apr.
• Mash, Richard, 2002, "New Keynesian Microfoundations Revisited: A Generalised Calvo-Taylor Model and the Desirability of Inflation vs. Price Level Targeting," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 138, Aug.
• Mitra, Tapan & Nishimura, Kazuo, 2002, "Intertemporal Complementarity and Optimality: A Study of a Two-Dimensional Dynamical System," Working Papers, Cornell University, Center for Analytic Economics, number 02-06, Aug.
• Mitra, Tapan, 2002, "A Characterization of the Turnpike Property of Optimal Paths in the Aggregative Model of Intertemporal Allocation," Working Papers, Cornell University, Center for Analytic Economics, number 02-17, Nov.
• Pierre-Olivier Gourinchas & Jonathan A. Parker, 2002, "Consumption Over the Life Cycle," Econometrica, Econometric Society, volume 70, issue 1, pages 47-89, January.
• Federico Echenique, 2002, "Comparative Statics by Adaptive Dynamics and the Correspondence Principle," Econometrica, Econometric Society, volume 70, issue 2, pages 833-844, March.
• Martin F. Hellwig & Klaus M. Schmidt, 2002, "Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision," Econometrica, Econometric Society, volume 70, issue 6, pages 2225-2264, November.
• Chen, Baoline & Zadrozny, Peter A., 2002, "An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 9-10, pages 1397-1416, August.
• Horsley, Anthony & Wrobel, Andrew J., 2002, "Efficiency rents of pumped-storage plants and their uses for operation and investment decisions," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 1, pages 109-142, November.
• Huang, Kevin X. D., 2002, "On infinite-horizon minimum-cost hedging under cone constraints," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 2, pages 283-301, December.
• Rockinger, Michael & Jondeau, Eric, 2002, "Entropy densities with an application to autoregressive conditional skewness and kurtosis," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 119-142, January.
• Sanchez-Soriano, Joaquin & Llorca, Natividad & Tijs, Stef & Timmer, Judith, 2002, "On the core of semi-infinite transportation games with divisible goods," European Journal of Operational Research, Elsevier, volume 142, issue 3, pages 463-475, November.
• Le Van, Cuong & Morhaim, Lisa, 2002, "Optimal Growth Models with Bounded or Unbounded Returns: A Unifying Approach," Journal of Economic Theory, Elsevier, volume 105, issue 1, pages 158-187, July.
• 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".
• Svetlana I. Boyarchenko & Sergei Z. Levendorskiĭ, 2002, "Elements of calculus of pseudodifferential operators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Non-Gaussian Merton-Black-Scholes Theory".
• 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.
• Dutta, Jayasri & Kapur, Sandeep, 2002, "Default and efficient debt markets," Journal of Mathematical Economics, Elsevier, volume 38, issue 1-2, pages 249-270, September.
• d'Artis Kancs & Hans Kremers, 2002, "Assessing Impacts of Alternative Renewable Energy Strategies," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2002_03, Mar.
• Pak, K. & Piersma, N., 2002, "airline revenue management," 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-2002-12-LIS, Jan.
• Lentink, R.M. & Odijk, M.A. & van Rijn, E., 2002, "Crew Rostering for the High Speed Train," 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-2002-07-LIS, Mar.
• Mahadevan, B. & Pyke, D.F. & Fleischmann, M., 2002, "Periodic Review, Push Inventory Policies for Remanufacturing," 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-2002-35-LIS, Mar.
• van den Heuvel, W. & Wagelmans, A.P.M., 2002, "A Note on Ending Inventory Valuation in Multiperiod Production Scheduling," 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-2002-63-LIS, Jul.
• Freling, R. & Lentink, R.M. & Kroon, L.G. & Huisman, D., 2002, "Shunting of Passenger Train Units in a Railway Station," 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-2002-74-LIS, Sep.
• Birbil, S.I. & Fang, S-C. & Han, J., 2002, "Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints," 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-2002-71-LIS, Sep.
• Jean-Guillaume Sahuc, 2002, "Influence of Parameter Estimation Uncertainty on the European Central Banker Behavior: An Extension," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 02-18.
• José Manuel Madeira Belbute, 2002, "Estabilidade Local em Problemas de Controle Óptimo com duas variáveis de Estado: Uma Extensão do Teorema de Dockner," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 2_2002.
• Andriy Demchuk, 2002, "Portfolio Optimization with Concave Transaction Costs," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp103, Dec.
• Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI, 2002, "A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp48, Apr.
• Hervé Le Bihan & Jean-Guillaume Sahuc, 2002, "Règles de Politique Monétaire en Présence d’Incertitude : Une Synthèse," Post-Print, HAL, number hal-01612723.
• Nicolas Vieille & Jörgen Weibull, 2002, "Uniqueness in infinitely repeated decision problems," Working Papers, HAL, number hal-00593648.
• Berglann, Helge & Flåm, Sjur Didrik, 2002, "Stochastic Approximation, Momentum, and Nash Play," Working Papers in Economics, University of Bergen, Department of Economics, number 09/02, Apr.
• Førsund, Finn R. & Hjalmarsson, Lennart, 2002, "Are all Scales Optimal in DEA? Theory and Empirical Evidence," Working Papers in Economics, University of Gothenburg, Department of Economics, number 66, Mar.
• Johansson, Per-Olov, 2002, "On the Definition and Age-Dependency of the Value of a Statistical Life. A Review and Extension," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 490, Jan, revised 29 Jan 2002.
• Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002, "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 508, Sep.
• Vieille, Nicolas & Weibull, Jörgen W., 2002, "Uniqueness in Infinitely Repeated Decision Problems," Working Paper Series, Research Institute of Industrial Economics, number 577, Apr.
• Finn R. FF8rsund & Ove Wolfgang, 2002, "The Compensation mechanism in the rains model: the Norwegian targets for acidification," ICER Working Papers, ICER - International Centre for Economic Research, number 13-2002, Feb.
• Lennart Hjalmarsson & Finn R. FF8rsund, 2002, "Are all scales optimal in Dea? Theory and empirical evidence," ICER Working Papers, ICER - International Centre for Economic Research, number 14-2002, Feb.
• Finn R. FF8rsund & Lennart Hjalmarsson, 2002, "Calculating the scale elasticity in DEA models," ICER Working Papers, ICER - International Centre for Economic Research, number 28-2002, Jun.
• Finn R. FF8rsund & Roberto Zanola, 2002, "The performance of auction houses selling Picasso Prints," ICER Working Papers, ICER - International Centre for Economic Research, number 30-2002, Jun.
• Guido Cozzi & Fabio Privileggi, 2002, "Wealth Polarization and Pulverization in Fractal Societies," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 39-2002, Sep.
• Jesús Ruiz, 2002, "Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real," Investigaciones Economicas, Fundación SEPI, volume 26, issue 1, pages 35-57, January.
• Dorofeenko, Victor & Shorish, Jamsheed, 2002, "Dynamical Modeling of the Demographic Prisoner's Dilemma," Economics Series, Institute for Advanced Studies, number 124, Nov.
• Finn R. Forsund, 2002, "Categorical Variables in DEA," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 33-44, April.
• Rafikul Islam, 2002, "Modified Nominal Group Technique For Group Decision-Making," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 10, issue 2, pages 151-178, August.
• Danyang Xie & Chi-Wa Yuen, 2002, "A Dynamic General Equilibrium Framework of Investment with Financing Constraint," IMF Working Papers, International Monetary Fund, number 2002/041, Feb.
• Crespi Giovanni & Ginchev Ivan & Rocca Matteo, 2002, "Existence of solutions and star-shapedness in Minty variational inequalities," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0211, Jul.
• Lapan, Harvey E. & Hennessy, David A., 2002, "Symmetry and Order in the Portfolio Allocation Problem," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 5106, Jun.
• Jorge Durán, 2002, "Discounting Long Run Average Growth In Stochastic Dynamic Programs," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-08, Jul.
• Emili Tortosa Ausina, 2002, "Sensitivity Analysis Of Efficiency And Malmquist Productivity Indices: An Application To Spanish Savings Banks," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2002-30, Nov.
• Hagedorn, Marcus & Kaul, Ashok & Mennel, Tim, 2002, "An Adverse Selection Model of Optimal Unemployment Insurance," IZA Discussion Papers, IZA Network @ LISER, number 681, Dec.
• Martin Diedrich, 2002, "Emission Targets and Equilibrium Choice of Technique," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2002/12, Sep.
• Takashi Kamihigashi, 2002, "Necessity of Transversality Conditions for Stochastic Problems," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 128, Apr.
• Walter, György, 2002, "VaR-limitrendszer melletti hozammaximalizálás: a kaszinóhatás
  [Maximizing yield against a VaR limit system: the casino effect]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 212-234.
• Benedek, Gábor & Kóbor, Ádám & Pataki, Attila, 2002, "A kapcsolatszorosság mérése m-dimenziós kopulákkal és értékpapírportfólió-alkalmazások
  [Measuring dependence with m-dimensional copulas and applications of this]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 105-125.
• Awi Federgruen & Joern Meissner & Michal Tzur, 2002, "Progressive Interval Heuristics for Multi-Item Capacitated Lot-Sizing Problems," Working Papers, Department of Management Science, Lancaster University, number MRG/0001, Sep, revised Nov 2004.
• Hellwig, Martin F. & Schmidt, Klaus M., 2002, "Discrete-time approximations of the Holmström-Milgrom brownian-motion model of intertemporal incentive provision," Munich Reprints in Economics, University of Munich, Department of Economics, number 19425.
• Hsiao-chuan Chang, 2002, "Do Foreign Workers Have An Adverse Effect On The Native Unskilled Labor In Taiwan?," Department of Economics - Working Papers Series, The University of Melbourne, number 837.
• Hsiao-chuan Chang, 2002, "Are Foreign Workers Responsible For The Increasing Unemployment Rate In Taiwan?," Department of Economics - Working Papers Series, The University of Melbourne, number 853.
• Hsiao-chuan Chang, 2002, "The Impact Of Immigration On The Wage Differential In Australia," Department of Economics - Working Papers Series, The University of Melbourne, number 859.
• Krtscha, Manfred & Kalckreuth, Ulf von, 2002, "Stable Solutions to Homogeneous Difference : Differential Equations with Constant Coefficients," Discussion Papers, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre, number 608.
• William H. Sandholm, 2002, "Evolutionary Implementation and Congestion Pricing," The Review of Economic Studies, Review of Economic Studies Ltd, volume 69, issue 3, pages 667-689.
• Helen Weeds, 2002, "Strategic Delay in a Real Options Model of R&D Competition," The Review of Economic Studies, Review of Economic Studies Ltd, volume 69, issue 3, pages 729-747.
• Richard Mash, 2002, "Monetary Policy with an Endogenous Capital Stock when Inflation is Persistent," Economics Series Working Papers, University of Oxford, Department of Economics, number 108, Jul.
• Richard Mash, 2002, "New Keynesian Microfundations Revisited: A Generalised Calvo-Taylor Model and the Desirability of Inflation vs. Price Level Targeting," Economics Series Working Papers, University of Oxford, Department of Economics, number 109, Jul.