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
/ / / C63: Computational Techniques

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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

2000

• T. W. Epps, 2000, "Introduction And Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Mathematical Preparation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Tools For Continuous-Time Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Dynamics-Free Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Pricing Under Bernoulli Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Black-Scholes Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Pricing Derivative Securities".
• T. W. Epps, 2000, "American Options And ‘Exotics’," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Models With Uncertain Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Discontinuous Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Interest-Rate Dynamics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Simulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Pricing Derivative Securities".
• T. W. Epps, 2000, "SOLVING P.D.E.s NUMERICALLY," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Pricing Derivative Securities".
• T. W. Epps, 2000, "Programs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Pricing Derivative Securities".
• Katarzyna Sznajd-Weron & Jozef Sznajd, 2000, "Opinion evolution in closed community," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/00/04.
• Böhringer, Christoph & Rutherford, Thomas F., 2000, "Decomposing the cost of Kyoto: a global CGE analysis of multilateral policy impacts," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-11.
• Patrick Llerena & Vanessa Oltra, 2000, "Diversity of Innovative Strategy as a Source of Technological Performance," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 00-1.
• Letendre, Marc-Andre & Smith, Gregor, 2000, "Precautionary saving and portfolio allocation: DP by GMM," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273746, Aug, DOI: 10.22004/ag.econ.273746.
• Michal Kejak, 2000, "Minimum Weighted Residual Methods in Endogeneous Growth Models," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp155, May.
• Loïc Cadiou & Stéphane Dées & Jean-Pierre Laffargue, 2000, "A computable General Equilibrium Model with Vintage Capital," Working Papers, CEPII research center, number 2000-20, Dec.
• Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar, 2000, "The importance of the embodied question revisited," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 0001.
• Steve Ambler, 2000, "Optimal Time Consistent Fiscal Policy with Overlapping Generations," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 111, May.
• Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar, 2000, "A Schumpeterian Vintage Capital Model: An Attempt at Synthesis," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000023, Sep.
• de la Croix, David & Boucekkine, Raouf, 2000, "Information technologies, embodiment and growth," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001006, Aug.
• Raouf BOUCEKKINE & Aude POMMERET, 2000, "Optimal Capital Accumulation, Energy Cost and the Nature of Technological Progress," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001023, Sep.
• William C. Brainard & Herbert E. Scarf, 2000, "How to Compute Equilibrium Prices in 1891," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1272, Aug.
• Tabata, K. & Ohkusa, Y., 2000, "The Sensitivity Analysis of the Optimal Length of Life -the Numerical Approach-," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0506, Jan.
• T. R. Kundu, 2000, "Horizontal Information Flows in A Simple Model of Multilevel Planning," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 35, issue 1, pages 67-76, January.
• P. Jean-Jacques Herings & Felix Kubler, 2000, "The Robustness of the CAPM-A Computational Approach," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0400, Aug.
• Christiano, Lawrence J. & Fisher, Jonas D. M., 2000, "Algorithms for solving dynamic models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 8, pages 1179-1232, July.
• Kirchkamp, Oliver, 2000, "Spatial evolution of automata in the prisoners' dilemma," Journal of Economic Behavior & Organization, Elsevier, volume 43, issue 2, pages 239-262, October.
• Flam, Sjur Didrik, 2000, "Looking for arbitrage," International Review of Economics & Finance, Elsevier, volume 9, issue 1, pages 1-9, February.
• Garín Martín, María Araceli, 2000, "A note on Lopez-Hernandez procedure: New non-hierarchical algorithms in classification of data," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Mar.
• Giovanni Dosi & Luigi Marengo & Andrea Bassanini & Marco Valente, 2000, "Norms as Emergent Properties of Adaptive Learning: The Case of Economic Routines," Chapters, Edward Elgar Publishing, chapter 6, "Innovation, Organization and Economic Dynamics".
• Manfred Gilli & Evis Këllezi, 2000, "A Heuristic Approach to Portfolio Optimization," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp20, Oct.
• Flam, S.D., 2000, "Looking for Arbitrage," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 207.
• Kaarboe, O.M. & Tieman, A.F., 2000, "Equilibrium Selection in Games with Macroeconomic Complementarities," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 2199.
• Louis de Mesnard, 2000, "Bicausative matrices to measure structural change: Are they a good tool?," Post-Print, HAL, number hal-00383932.
• Louis de Mesnard, 2000, "About the criteria of output coincidence for forecasts to determine the orientation of the economy (application for France, 1980-1997)," Working Papers, HAL, number hal-01526521.
• Louis de Mesnard, 2000, "Failure of the normalization of the RAS method : absorption and fabrication effects are still incorrect," Working Papers, HAL, number hal-01527142.
• Riechmann, Thomas, 2000, "A Model of Boundedly Rational Consumer Choice - An Agent Based Appraoch," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-232, May.
• Longarela, Iñaki R., 2000, "Gain, Loss, and Asset Pricing: It is Much Easier. A note," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 401, Sep, revised 18 Oct 2000.
• W. Jill Harrison & J. Mark Horridge & K.R. Pearson, 2000, "Decomposing Simulation Results with Respect to Exogenous Shocks," Computational Economics, Springer;Society for Computational Economics, volume 15, issue 3, pages 227-249, June.
• Benedek, Gábor, 2000, "Evolúciós alkalmazások előrejelzési modellekben I
  [Evolutionary applications in forecasting models, Part I]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 988-1007.
• MESNARD, Louis de, 2000, "Failure of the normalization of the RAS method : absorption and fabrication effects are still incorrect," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 2000-01, Jan.
• MESNARD, Louis de, 2000, "About the criteria of output coincidence for forecasts to determine the orientation of the economy. Application for France, 1980-1997," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 2000-04, Jun.
• Karl Schmedders, 2000, "Monopolistic Security Design in Finance Economies," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1288, Mar.
• Robalino, David & Lempert, Robert, 2000, "Carrots and sticks for new technology: Abating greenhouse gas emissions in a heterogeneous and uncertain world," MPRA Paper, University Library of Munich, Germany, number 12002, Mar.
• Fent, Thomas, 2000, "Wissen gewinnen und gewinnen durch Wissen
  [Gaining knowledge and winning with knowledge]," MPRA Paper, University Library of Munich, Germany, number 2838, Aug.
• Ausloos, Marcel & Vandewalle, N. & Ivanova, K., 2000, "Time is money," MPRA Paper, University Library of Munich, Germany, number 28703.
• Buda, Rodolphe, 2000, "Pédagogie des comptes nationaux et "esprit économique critique"
  [National Account Teaching and "economic critical attitude"]," MPRA Paper, University Library of Munich, Germany, number 9706.
• Marc-Andre Letendre & Gregor W. Smith, 2000, "Precautionary Saving And Portfolio Allocation: Dp By Gmm," Working Paper, Economics Department, Queen's University, number 1247, Aug.
• Spyros Skouras, 2000, "Risk Neutral Forecasting," Computing in Economics and Finance 2000, Society for Computational Economics, number 117, Jul.
• Karl Schmedders, 2000, "Monopolistic Security Design In Finance Economies," Computing in Economics and Finance 2000, Society for Computational Economics, number 129, Jul.
• K. Van Dijk & Luc Bauwens & Charles Bos, 2000, "Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk," Computing in Economics and Finance 2000, Society for Computational Economics, number 145, Jul.
• Hans Amman & David Kendrick, 2000, "Mitigation Of The Lucas Critique With Stochastic Control Methods," Computing in Economics and Finance 2000, Society for Computational Economics, number 182, Jul.
• Xavier Vila & Francesc Rocher, 2000, "A Note On Agent-Based Imperfect Competition," Computing in Economics and Finance 2000, Society for Computational Economics, number 278, Jul.
• Louis de Mesnard, 2000, "Bicausative matrices to measure structural change: Are they a good tool?," The Annals of Regional Science, Springer;Western Regional Science Association, volume 34, issue 3, pages 421-449.
• Asbjørn T. Hansen & Rolf Poulsen, 2000, "A simple regime switching term structure model," Finance and Stochastics, Springer, volume 4, issue 4, pages 409-429.
• Raats, V.M. & Moors, J.J.A., 2000, "Double Checking for Two Error Types," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-120.
• Juan Mario Jorrat & Ana María Cerro, 2000, "Computing turning point monthly probability of the Argentinian economy according to the leading index: 1973 - 2000," Estudios de Economia, University of Chile, Department of Economics, volume 27, issue 2 Year 20, pages 279-295, December.
• Herings, P.J.J. & Kubler, F., 2000, "The Robustness of CAPM-A Computational Approach," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 002, Jan, DOI: 10.26481/umamet.2000002.
• Herings, P.J.J., 2000, "Universally stable adjustment processes - a unifying approach," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 003, Jan, DOI: 10.26481/umamet.2000003.
• Herings, P.J.J. & Kubler, F., 2000, "Computing equilibria in finance economies," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 022, Jan, DOI: 10.26481/umamet.2000022.
• de Ruyter, J.C. & Wetzels, M.G.M., 2000, "The role of corporate image and extension similarity in service brand extensions," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 035, Jan, DOI: 10.26481/umamet.2000035.
• Helena Ramalhinho-Lourenço & Olivier C. Martin & Thomas Stützle, 2000, "Iterated local search," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 513, Nov.
• Jim Engle-Warnick, 2000, "Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach," Econometrics, University Library of Munich, Germany, number 0004002, Jul, revised 02 Aug 2001.
• Giulia Iori, 2000, "A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions," Finance, University Library of Munich, Germany, number 0004007, Jul.

1999

• Heilig Stephan & Schöbel Rainer, 1999, "Kontrolle von Chaos am Beispiel des Kaldor-Modells / Controlling Chaos in the Kaldor Modell," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 5-6, pages 657-672, October, DOI: 10.1515/jbnst-1999-5-624.
• Kendrick, David A & Amman, Hans M, 1999, "Programming Languages in Economics," Computational Economics, Springer;Society for Computational Economics, volume 14, issue 1-2, pages 151-181, October.
• Amman, Hans M & Kendrick, David A, 1999, "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computational Economics, Springer;Society for Computational Economics, volume 14, issue 3, pages 263-267, December.
• MESNARD, Louis de, 1999, "Bicausative matrices to measure structural change: are they a good tool?," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 9904, Mar.
• MESNARD, Louis de, 1999, "Interpretation of the RAS method : absorption and fabrication effects are incorrect," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 9907, Jun.
• Hirschberg, J.G. & Slottje, D.J., 1999, "The Reparametrization of Linear Models Subject to Exact Linear Restrictions," Department of Economics - Working Papers Series, The University of Melbourne, number 702.
• Jean-Pierre Lachaud, 1999, "Pauvreté vulnérabilité et marché du travail : le cas du Burkina Faso et de la Mauritanie ; Programmes SPSS et Limdep ; syntaxe et résultats," Documents pédagogiques, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV, number 01, Jun.
• Sergei Parinov, 1999, "Toward a Theory and Agent-Based Model of the Networked Economy," Russian Working Paper Archive for Economists and Sociologists, The Institute of Economics and Industrial Engineering of SD of RAS, number 827080, Jul.
• Dietmar P. J. Leisen, 1999, "Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk," Review of Finance, European Finance Association, volume 3, issue 3, pages 319-342.
• Claus Munk, 1999, "The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices," Review of Finance, European Finance Association, volume 3, issue 3, pages 347-388.
• Fent, Thomas, 1999, "Adaptive agents in the House of Quality," MPRA Paper, University Library of Munich, Germany, number 2835, Jul.
• Fent, Thomas, 1999, "Using Genetics Based Machine Learning to find Strategies for Product Placement in a dynamic Market," MPRA Paper, University Library of Munich, Germany, number 2837, Oct.
• Buda, Rodolphe, 1999, "Quantitative Economic Modeling vs Methodological Individualism ?," MPRA Paper, University Library of Munich, Germany, number 4004.
• Geweke, John & Houser, Dan & Keane, Michael, 1999, "Simulation Based Inference for Dynamic Multinomial Choice Models," MPRA Paper, University Library of Munich, Germany, number 54279, Jul.
• Xing Jin & Frank Milne, 1999, "The Existence of Equilibrium in a Financial Market with Transaction Costs," Working Paper, Economics Department, Queen's University, number 1084, Jan.
• Thomas Riechmann, 1999, "Genetic Algorithms and Economic Evolution," Computing in Economics and Finance 1999, Society for Computational Economics, number 1011, Mar.
• Paul Glasserman & S.G. Kou & Mark Broadie, 1999, "Connecting discrete and continuous path-dependent options," Finance and Stochastics, Springer, volume 3, issue 1, pages 55-82.
• Marco Valente & Andrea Bassanini & Luigi Marengo & Giovanni Dosi, 1999, "Norms as emergent properties of adaptive learning: The case of economic routines," Journal of Evolutionary Economics, Springer, volume 9, issue 1, pages 5-26.
• Thomas Riechmann, 1999, "Learning and behavioral stability An economic interpretation of genetic algorithms," Journal of Evolutionary Economics, Springer, volume 9, issue 2, pages 225-242.
• Guoqiang Shen, 1999, "research notes and comments: Estimating nodal attractions with exogenous spatial interaction and impedance data using the gravity model," Papers in Regional Science, Springer;Regional Science Association International, volume 78, issue 2, pages 213-220.
• Joe Sexton & Anders Rygh Swensen, 1999, "ECM-algorithms that converge at the rate of EM," Discussion Papers, Statistics Norway, Research Department, number 244, Jan.
• D. Ormoneit & H. White, 1999, "An efficient algorithm to compute maximum entropy densities," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 2, pages 127-140, DOI: 10.1080/07474939908800436.
• Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-082/4, Nov.
• Herings, P.J.J. & Kubler, F., 1999, "The Robustness of the CAPM - A Computational Approach," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-54.
• Hamers, H.J.M. & Klijn, F. & Solymosi, T. & Tijs, S.H. & Vermeulen, D., 1999, "On the Nucleolus of Neighbour Games," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-111.
• Moors, J.J.A., 1999, "Double Checking for Two Error Types," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-23.
• Herings, P.J.J. & Kubler, F., 1999, "The Robustness of the CAPM - A Computational Approach," Other publications TiSEM, Tilburg University, School of Economics and Management, number 06a4e5b2-f380-4d5b-a96f-8.
• Hamers, H.J.M. & Klijn, F. & Solymosi, T. & Tijs, S.H. & Vermeulen, D., 1999, "On the Nucleolus of Neighbour Games," Other publications TiSEM, Tilburg University, School of Economics and Management, number 24d16e9c-4dab-4284-8b39-f.
• Roger Craine, 1999, "Exchange Rate Regime Credibility, the Agency Cost of Capital and Devaluation," International Finance, University Library of Munich, Germany, number 9902002, Feb.
• Raphaël Douady, 1999, "Closed Form Formulas For Exotic Options And Their Lifetime Distribution," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 17-42, DOI: 10.1142/S0219024999000030.
• Teng-Suan Ho & Richard C. Stapleton & Marti G. Subrahmanyam, 1999, "Multivariate Binomial Approximations For Asset Prices With Nonstationary Variance And Covariance Characteristics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Alexander Levin, 1999, "Deriving Closed-Form Solutions For Gaussian Pricing Models: A Systematic Time-Domain Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• K. O. Kortanek & V. G. Medvedev, 1999, "Models For Estimating The Structure Of Interest Rates From Observations Of Yield Curves," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Marco Avellaneda & Craig Friedman & Richard Holmes & Dominick Samperi, 1999, "Calibrating Volatility Surfaces Via Relative-Entropy Minimization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Peter Carr & Katrina Ellis & Vishal Gupta, 1999, "Static Hedging Of Exotic Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Raphael Douady, 1999, "Closed Form Formulas For Exotic Options And Their Lifetime Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Moshe Arye Milevsky & Steven E. Posner, 1999, "Asian Options, The Sum Of Lognormals, And The Reciprocal Gamma Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Jing-Zhi Huang & Marti G. Subrahmanyam & G. George Yu, 1999, "Pricing And Hedging American Options: A Recursive Integration Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Kurt S. Riedel, 1999, "Piecewise Convex Function Estimation: Pilot Estimators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• K. S. Riedel & A. Sidorenko, 1999, "Function Estimation Using Data-Adaptive Kernel Smoothers — How Much Smoothing?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Yingzi Zhu & Marco Avellaneda, 1999, "E-Arch Model For Implied Volatility Term Structure Of Fx Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Dajiang Guo, 1999, "A Test Of Efficiency For The Currency Option Market Using Stochastic Volatility Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Sergei Esipov & Dajiang Guo, 1999, "Portfolio-Based Risk Pricing: Pricing Long-Term Put Options With Gjr-Garch(1,1)/Jump Diffusion Process," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Xing Jin & Frank Milne, 1999, "The Existence Of Equilibrium In A Financial Market With Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Robert Fernholz, 1999, "Portfolio Generating Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
• Gottschling, Andreas & Haefke, Christian & White, Halbert, 1999, "Closed form integration of artificial neural networks with some applications," Research Notes, Deutsche Bank Research, number 99-9.
• Weihs, Claus & Calzolari, Giorgio & Röhl, Michael C., 1999, "Variance reduction with Monte Carlo estimates of error rates in multivariate classification," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1999,44.
• Eric Jondeau & Michael Rockinger, 1999, "Estimating Gram-Charlier Expansions with Positivity Constraints," Working papers, Banque de France, number 56.
• Haake, Claus-Jochen & Raith, Matthias G. & Su, Francis Edward, 2017, "Bidding for envy freeness," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 311, Apr.
• Ryan Sullivan & Allan Timmermann & Halbert White, 1999, "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, volume 54, issue 5, pages 1647-1691, October, DOI: 10.1111/0022-1082.00163.
• W. Jill Harrison & J. Mark Horridge & K.R. Pearson, 1999, "Decomposing Simulation Results with Respect to Exogenous Shocks," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number ip-73, May.
• BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999, "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999057, Oct.
• Boucekkine, Raouf & Del Rio, Fernando & Licandro, Omar, 1999, "Endogenous vs exogenously driven fluctuations in vintage capital models," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9901.
• Collard, Fabrice & Juillard, Michel, 1999, "Accuracy of stochastic perturbuation methods: the case of asset pricing models," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9922.
• Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar, 1999, "Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999007, Mar.
• Boucekkine, Raouf & Martinez, Blanca, 1999, "Machine Replacement, Technology Adoption and Convergence," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999025, Dec.
• Amman, Hans & Kendrick, David, 1999, "Linear-Quadratic Optimization For Models With Rational Expectations," Macroeconomic Dynamics, Cambridge University Press, volume 3, issue 4, pages 534-543, December.
• Dakhlia, Sami, 1999, "Testing for a unique equilibrium in applied general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 9-10, pages 1281-1297, September.
• Kirchkamp, Oliver, 1999, "Simultaneous evolution of learning rules and strategies," Journal of Economic Behavior & Organization, Elsevier, volume 40, issue 3, pages 295-312, November.
• Boucekkine, Raouf & del Rio, Fernando & Licandro, Omar, 1999, "Endogenous vs Exogenously Driven Fluctuations in Vintage Capital Models," Journal of Economic Theory, Elsevier, volume 88, issue 1, pages 161-187, September.
• Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 99-082/4, Oct.
• Desgranges, G. & Gauthier, S., 1999, "On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a45.
• Vial, J.-P., 1999, "A Note on the de Ghellinck-Vial Infeasible Start Interior Point Method," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.4.
• Papahristodoulou, C., 1999, "A Pure Binary LP Model to the Facility Layout Problem," Papers, Uppsala - Working Paper Series, number 1999:13.
• Raouf Boucekkine & Cagri Saglam & Thomas Vallée, 1999, "Technology adoption under embodiment: A two-stage optimal control approach," Post-Print, HAL, number hal-03193663, DOI: 10.1017/S1365100503030062.
• Louis de Mesnard, 1999, "Bicausative matrices to measure structural change : are they a good tool ?," Working Papers, HAL, number hal-01527138.
• Topper, Jürgen, 1999, "Die Berechnung von Passport-Optionen mit Finiten Elementen," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-224, Aug.
• Jensen, Bjarne Astrup, 1999, "On Makeham's formula and xed income mathematics," Working Papers, Copenhagen Business School, Department of Finance, number 1999-13, Oct.
• Papahristodoulou, Christos, 1999, "A Pure Binary LP Model to the Facility Layout Problem," Working Paper Series, Uppsala University, Department of Economics, number 1999:13, Sep.

1998

• Marco Valente, 1998, "Laboratory for Simulation Development," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 98-5.
• Marco Valente, 1998, "Technological Competition a Qualitative Product Life Cycle," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 98-6.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998, "Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2z02z6d9, Jun.
• Manuel Santos, 1998, "Numerical Solution of Dynamic Economic Models," Working Papers, Centro de Investigacion Economica, ITAM, number 9804, Mar.
• Albert Marcet & Guido Lorenzoni, 1998, "The Parameterized Expectations Approach: Some Practical Issues," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 128, revised .
• Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran, 1998, "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 16, Nov.