Research classified by Journal of Economic Literature (JEL) codes

2002

• J. F. Carrière, 2002, "A Generalized Ornstein-Uhlenbeck Process Of Yield Rates Calibrated With Strips," 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(Volume III)".
• Takashi Yasuoka, 2002, "Mathematical Pseudo-Completion Of The Bgm Model," 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(Volume III)".
• Thomas Little & Vijay Pant, 2002, "A Finite Difference Method For The Valuation Of Variance Swaps," 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(Volume III)".
• Dong-Hyun Ahn & Bin Gao & Stephen Figlewski, 2002, "Pricing Discrete Barrier Options With An Adaptive Mesh Model," 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(Volume III)".
• Raphaël Douady, 2002, "Bermudan Option Pricing With Monte-Carlo Methods," 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(Volume III)".
• Juan D. Cárdenas & Emmanuel Fruchard & Jean-François Picron, 2002, "Linear, Yet Attractive, Contour," 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(Volume III)".
• Marco Avellaneda & Roberta Gamba, 2002, "Conquering The Greeks In Monte Carlo: Efficient Calculation Of The Market Sensitivities And Hedge-Ratios Of Financial Assets By Direct Numerical Simulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III)".

2001

• Delfín Soto Chávez, 2001, "157 APUNTES DEL CENES I SEMESTRE DE 2002 Aspectos financieros del ciclo económico," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Francisco Goraldo Isaza & Dolly Yazmín Camacho Corredor, 2001, "Procesos de medición sectorial en Boyacá. El caso de la construcción," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Alba Nidia Triana Ramírez & Maria Cecilia Rodríguez & Miguel Ángel Vega Álvarez, 2001, "Factores socioculturales y medio ambiente en Samacá," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Jouini, Elyes, 2001, "Arbitrage and control problems in finance: A presentation," Journal of Mathematical Economics, Elsevier, volume 35, issue 2, pages 167-183, April.
• Elyès Jouini, 2001, "Arbitrage and Control Problems in Finance. Presentation," Post-Print, HAL, number halshs-00167152.
• Bacha, Obiyathulla I. & Abdullah, Mimi H., 2001, "Halal Stock Designation and Impact on Price and Trading Volume," MPRA Paper, University Library of Munich, Germany, number 12728, Jun, revised Feb 2001.
• Toprak, Metin, 2001, "Yükselen Piyasalarda Finansal Kriz
  [Financial Crises in Emerging Markets]," MPRA Paper, University Library of Munich, Germany, number 9092, revised 2001.
• Shahin Shojai, 2001, "Financial Collaborative Trading Networks," Journal of Financial Transformation, Capco Institute, volume 1, pages 30-37.
• B. Bouchard & Yu. M. Kabanov & N. Touzi, 2001, "Option pricing by large risk aversion utility¶under transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 24, issue 2, pages 127-136, November, DOI: 10.1007/s102030170003.
• Yacine Aït-Sahalia, 2001, "Transition Densities For Interest Rate And Other Nonlinear Diffusions," 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(Volume II)".
• Andreas S. Weigend & Shanming Shi, 2001, "Hidden Markov Experts," 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(Volume II)".
• Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo, 2001, "When Is Time Continuous?," 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(Volume II)".
• Helyette Geman & Dilip B. Madan & Marc Yor, 2001, "Asset Prices Are Brownian Motion: Only In Business Time," 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(Volume II)".
• K. Ronnie Sircar, 2001, "Hedging Under Stochastic Volatility," 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(Volume II)".
• Peter Carr & Dilip Madan, 2001, "Determining Volatility Surfaces And Option Values From An Implied Volatility Smile," 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(Volume II)".
• Thomas F. Coleman & Yuying Li & Arun Verma, 2001, "Reconstructing The Unknown Local Volatility Function," 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(Volume II)".
• Jean-Paul Laurent & Dietmar P. J. Leisen, 2001, "Building A Consistent Pricing Model From Observed Option Prices," 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(Volume II)".
• Marco Avellaneda & Robert Buff & Craig Friedman & Nicolas Grandechamp & Lukasz Kruk & Joshua Newman, 2001, "Weighted Monte Carlo: A New Technique For Calibrating Asset-Pricing Models," 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(Volume II)".
• Alexander Levin, 2001, "One- And Multi-Factor Valuation Of Mortgages: Computational Problems And Shortcuts," 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(Volume II)".
• Peter Carr & Guang Yang, 2001, "Simulating Bermudan Interest Rate Derivatives," 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(Volume II)".
• Alexander Lipton, 2001, "How To Use Self-Similarities To Discover Similarities Of Path-Dependent Options," 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(Volume II)".
• Juan D. Cárdenas & Emmanuel Fruchard & Jean-François Picron & Cecilia Reyes & Kristen Walters & Weiming Yang, 2001, "Monte Carlo Within A Day," 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(Volume II)".
• Katherine Wyatt, 2001, "Decomposition And Search Techniques In Disjunctive Programs For Portfolio Selection," 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(Volume II)".

2000

• Bertsimas, Dimitris & Kogan, Leonid & Lo, Andrew W., 2000, "When is time continuous?," Journal of Financial Economics, Elsevier, volume 55, issue 2, pages 173-204, February.
• Sujit Chakravorti, 2000, "Why has stored value not caught on?," Emerging Issues, Federal Reserve Bank of Chicago, issue May.

1999

• Yacine Aït‐Sahalia, 1999, "Transition Densities for Interest Rate and Other Nonlinear Diffusions," Journal of Finance, American Finance Association, volume 54, issue 4, pages 1361-1395, August, DOI: 10.1111/0022-1082.00149.
• Elyès Jouini & Hédi Kallal, 1999, "Viability and Equilibrium in Securities Markets with Frictions," Mathematical Finance, Wiley Blackwell, volume 9, issue 3, pages 275-292, July, DOI: 10.1111/1467-9965.00071.
• Elyès Jouini & Hédi Kallal, 1999, "Viability and Equilibrium in Securities Markets with Frictions," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-036, Mar.
• Bacha, Obiyathulla I., 1999, "Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration," MPRA Paper, University Library of Munich, Germany, number 12752, Apr.

1998

• Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998, "Pricing of Non-redundant Derivatives in a Complete Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00167151, Dec, DOI: 10.1007/BF01574150.
• Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998, "Pricing of Non-redundant Derivatives in a Complete Market," Post-Print, HAL, number halshs-00167151, Dec, DOI: 10.1007/BF01574150.
• Valery A. Kholodnyi & John F. Price, 1998, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Market Environment," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Symmetry in a Foreign Exchange Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Further Symmetries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Options with Consistently Smoothed Payoffs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for European Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Bermudan and American Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Barrier Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Options with Consistently Smoothed Payoffs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Foreign Exchange Option Symmetry".

1997

• Elyès Jouini & Hédi Kallal, 1997, "Viability and Equilibrium in Securities Markets with Frictions," Working Papers, Center for Research in Economics and Statistics, number 97-07.
• A, Bizid & Elyès Jouini & Pf. Koehl, 1997, "Pricing of Non-redundant Derivatives in a Complete Market," Working Papers, Center for Research in Economics and Statistics, number 97-51.

1995

• Hošek, Jan & Komárek, Luboš & Motl, Martin, 2010, "Monetary Policy And Oil Prices," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 947.

1992

• Antonov, Mikhail & Trofimov, Georgi, 1992, "Insider Trading, Micro Diversity and the Long-Run Macro Efficiency," Working Paper Series, Research Institute of Industrial Economics, number 355, Dec.

1987

• Janet Neelin, 1987, "An Empirical Study of Dispute Resolution Under an Arbitration System: The Case of British Columbia's Teachers," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 597, Jan.

0

• Alessandro Cappellini & Gianluigi Ferraris, 2008, "Waiting Times in Simulated Stock Markets," Papers, arXiv.org, number 0802.3291, Feb.
• Ivan O. Kitov & Oleg I. Kitov, 2008, "Exact prediction of S&P 500 returns," Papers, arXiv.org, number 0811.0376, Nov.
• Matthias Hanauske & Jennifer Kunz & Steffen Bernius & Wolfgang Konig, 2009, "Doves and hawks in economics revisited. An evolutionary quantum game theory-based analysis of financial crises," Papers, arXiv.org, number 0904.2113, Apr.
• Geoff Willis, 2011, "Pricing, liquidity and the control of dynamic systems in finance and economics," Papers, arXiv.org, number 1105.5503, May.
• Frank Riedel, 2011, "Finance Without Probabilistic Prior Assumptions," Papers, arXiv.org, number 1107.1078, Jul.
• Frederik Herzberg & Frank Riedel, 2012, "Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets," Papers, arXiv.org, number 1207.2010, Jul.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024, "Liquidity risks at Canadian life insurance companies," Staff Analytical Notes, Bank of Canada, number 2024-7, Apr, DOI: 10.34989/san-2024-7.
• Laura Capera & Juan Sebastián Lemus & Dairo Estrada, 2013, "Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 077, Jun, DOI: 10.32468/tef.77.
• Jaksa CVITANIC & Semyon MALAMUD, 2009, "Asset Prices, Funds’ Size and PortfolioWeights in Equilibrium with Heterogeneous and Long-Lived Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-03, Jan.
• Jaksa CVITANIC & Semyon MALAMUD, 2009, "Equilibrium Driven by Discounted Dividend Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-34, Aug.
• Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ, 2009, "Endogenous completeness of diffusion driven equilibrium markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-41, Aug.
• Jaksa CVITANIC & Semyon MALAMUD, 2010, "Nonmyopic Optimal Portfolios in Viable Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-42, Oct.
• Johannes Brumm & Michael GRILL & Felix KUBLER & Karl SCHMEDDERS, 2011, "Collateral Requirements and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-10, Mar.
• Terje Lensberg & Klaus Reiner Schenk-Hoppé & Daniel Ladley, 2012, "Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-27, Aug.
• Peter Cauwels & Didier Sornette, 2012, "The Illusion of the Perpetual Money Machine," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-40, Oct.
• Semyon MALAMUD & Evgeny PETROV, 2014, "Portfolio Delegation and Market Efficiency," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-09, Feb.
• Semyon MALAMUD, 2014, "Price Discovery through Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-36, May.
• Lena Kraus & Juergen Beier & Bernhard Herz, 2018, "Sudden stops inside and outside the euro area - what a difference TARGET2 makes," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_002, May.
• Julian R. Betts & John E. Roemer, , "Equalizing educational opportunity through educational finance reform," Department of Economics, California Davis - Department of Economics, number 99-8.
• Elyes Jouini & Pierre-Francois Koehl, , "Pricing of Non-redundant Derivatives in a Complete Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-009.
• Kenneth R Ahern, 0, "Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 397-440.
• Nikolai Dokuchaev, 2019, "A gap between rational annuitization price for producer and price for customer," Journal of Revenue and Pricing Management, Palgrave Macmillan, volume 18, issue 2, pages 147-154, April, DOI: 10.1057/s41272-018-00163-5.
• Daniel Dupuis & Lawrence Kryzanowski, , "Governance and Short Sales," Finance Working Papers, School of Business Administration, American University of Sharjah, number 03-04/2015.
• Partha Dasgupta, , "Discounting Climate Change," Working papers, The South Asian Network for Development and Environmental Economics, number 11.
• K. S. Kavi Kumar, , "Climate Sensitivity of Indian Agriculture Do Spatial Effects Matter?," Working papers, The South Asian Network for Development and Environmental Economics, number 45.
• M. N. Murty, , "Designing Economic Instruments and Participatory Institutions for Environmental Management in India," Working papers, The South Asian Network for Development and Environmental Economics, number 48.
• Duncan, Alfred J. M. & Nolan, Charles, 2019, "Disputes, debt and equity," Theoretical Economics, Econometric Society, volume 14, issue 3, July.
• Bianchi, Milo & Jehiel, Philippe, 2020, "Bundlers' dilemmas in financial markets with sampling investors," Theoretical Economics, Econometric Society, volume 15, issue 2, May.
• Arnold, Lutz G., 2023, "On the neutrality of socially responsible investing," Theoretical Economics, Econometric Society, volume 18, issue 1, January.
• Teeple, Keisuke, 2023, "Surprise and default in general equilibrium," Theoretical Economics, Econometric Society, volume 18, issue 4, November.
• Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, , "Bubbles, crashes and information contagion in large-group asset market experiments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-016/II.
• Paul Gortner & Joël van der Weele, , "Peer Effects and Risk Sharing in Experimental Asset Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-027/I.
• Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2020, "Toxic Assets and Market Freezes," Working Papers, Department of Economics, University of Missouri, number 2001, Mar.

None

• Biondi Yuri, 2011, "Disagreement-Based Trading and Speculation: Implications for Financial Regulation and Economic Theory," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 1, issue 1, pages 1-8, January, DOI: 10.2202/2152-2820.1017.
• Stout Lynn A., 2011, "Risk, Speculation, and OTC Derivatives: An Inaugural Essay for Convivium," Accounting, Economics, and Law: A Convivium, De Gruyter, volume 1, issue 1, pages 1-15, January, DOI: 10.2202/2152-2820.1004.
• Cvitanic Jaksa & Malamud Semyon, 2010, "Relative Extinction of Heterogeneous Agents," The B.E. Journal of Theoretical Economics, De Gruyter, volume 10, issue 1, pages 1-23, February, DOI: 10.2202/1935-1704.1605.
• Panaccione Luca, 2007, "Pareto Optima and Competitive Equilibria with Moral Hazard and Financial Markets," The B.E. Journal of Theoretical Economics, De Gruyter, volume 7, issue 1, pages 1-21, October, DOI: 10.2202/1935-1704.1358.
• Rabindra Joshi, 2012, "Effects of Dividends on Stock Prices in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 24, issue 2, pages 61-75, October.
• Kee-Youn Kang, 2019, "Central Bank purchases of private assets: An evaluation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 31, pages 326-346, January, DOI: 10.1016/j.red.2018.09.001.
• Chung-Yi Tse & Yujing Xu, 2021, "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 39, pages 220-257, January, DOI: 10.1016/j.red.2020.07.003.
• L. Umamaheswari et. al, , "Should Shrimp Farmers Pay Paddy Farmers? The Challenges of Examining Salinisation Externalities in South India," Working papers, The South Asian Network for Development and Environmental Economics, number 41.
• Ratna Kumar Jha & Adhrit Regmi, , "Productivity of Pesticides in Vegetable Farming in Nepal," Working papers, The South Asian Network for Development and Environmental Economics, number 43.