Journal of Economic Dynamics and Control
2005, Volume 29, Issue 4
- 801-822 The dynamics of price dispersion, or Edgeworth variations
by Cason, Timothy N. & Friedman, Daniel & Wagener, Florian
- 823-843 A strategy experiment in dynamic asset pricing
by Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk
2005, Volume 29, Issue 3
- 371-388 Error learning behaviour and stability revisited
by Colucci, Domenico & Valori, Vincenzo
- 389-421 Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt
by Hanke, Michael
- 423-447 Asset pricing from primitives: closed form solutions to asset prices, consumption, and portfolio demands
by Athanasoulis, Stefano G.
- 449-468 Optimal portfolio management with American capital guarantee
by El Karoui, Nicole & Jeanblanc, Monique & Lacoste, Vincent
- 469-485 On the elasticities of harvesting rules
by Chang, Fwu-Ranq
- 487-507 Public schooling, college subsidies and growth
by Blankenau, William
- 509-527 Factor price uncertainty, technology choice and investment delay
by Kaboski, Joseph P.
- 529-545 Wicksellian theory of forest rotation under interest rate variability
by Alvarez, Luis H. R. & Koskela, Erkki
- 547-566 Income ranking and convergence with physical and human capital and income inequality
by Zhang, Jie
- 567-581 How does labor mobility affect income convergence?
by Rappaport, Jordan
- 583-594 Dynamic stability in a two-country model of optimal growth and international trade
by Brecher, Richard A. & Chen, Zhiqi & Choudhri, Ehsan U.
2005, Volume 29, Issue 1-2
- 1-2 Computing in economics and finance
by Vriend, Nicolaas J.
- 3-30 Stochastic control for economic models: past, present and the paths ahead
by Kendrick, David A.
- 31-62 Evaluation of American strangles
by Chiarella, Carl & Ziogas, Andrew
- 63-96 Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
by Charemza, Wojciech W. & Lifshits, Mikhail & Makarova, Svetlana
- 97-133 Optimal monetary policy when interest rates are bounded at zero
by Kato, Ryo & Nishiyama, Shin-Ichi
- 135-158 Markov-switching stochastic trends and economic fluctuations
by Camacho, Maximo
- 159-185 Indeterminacy, sunspots, and development traps
by Slobodyan, Sergey
- 187-223 Market structure and endogenous productivity growth: how do R&D subsidies affect market structure?
by Laincz, Christopher A.
- 225-244 A percolation model of innovation in complex technology spaces
by Silverberg, Gerald & Verspagen, Bart
- 245-276 Co-evolution of firms and consumers and the implications for market dominance
by Harrington, Joseph Jr. & Chang, Myong-Hun
- 277-295 Cournot competition, organization and learning
by Barr, Jason & Saraceno, Francesco
- 297-319 Endogenous neighborhood formation in a local coordination model with negative network externalities
by Fagiolo, Giorgio
- 321-334 Globalization, polarization and cultural drift
by Klemm, Konstantin & Eguiluz, Victor M. & Toral, Raul & Miguel, Maxi San
- 335-367 Partial differential equation modelling for stochastic fixed strategy distributed systems
by Dorofeenko, Victor & Shorish, Jamsheed
2004, Volume 28, Issue 12
- 2341-2366 Can indeterminacy resolve the cross-country correlation puzzle?
by Xiao, Wei
- 2367-2397 Solution of macromodels with Hansen-Sargent robust policies: some extensions
by Giordani, Paolo & Soderlind, Paul
- 2399-2426 Randomized quasi-Monte Carlo methods in pricing securities
by Okten, Giray & Eastman, Warren
- 2427-2456 Using dynamic programming with adaptive grid scheme for optimal control problems in economics
by Grune, Lars & Semmler, Willi
- 2457-2473 Existence of competitive equilibrium under financial constraints and increasing returns
by Nur Ata, H. & Basci, Erdem
- 2475-2484 On the local stability of the solution to optimal control problems
by Rodriguez, Alvaro
- 2485-2510 The allocation of public funds in a hierarchical educational system
by Su, Xuejuan
2004, Volume 28, Issue 11
- 2129-2154 Technology adoption with finite horizons
by Mateos-Planas, Xavier
- 2155-2193 Endogenous skill bias
by Funk, Peter & Vogel, Thorsten
- 2195-2214 Strategic asset allocation in a continuous-time VAR model
by Campbell, John Y. & Chacko, George & Rodriguez, Jorge & Viceira, Luis M.
- 2215-2238 Can financial intermediation induce endogenous fluctuations
by Banerji, Sanjay & Bhattacharya, Joydeep & Long, Ngo Van
- 2239-2260 Optimal design of the guarantee for defined contribution funds
by Deelstra, Griselda & Grasselli, Martino & Koehl, Pierre-Francois
- 2261-2275 Determinants of the foreign equity share of international joint ventures
by Lee, Tan
- 2277-2295 Consistent high-frequency calibration
by Aadland, David & Huang, Kevin X. D.
- 2297-2325 Switching equilibria: the present value model for stock prices revisited
by Gutierrez, Maria-Jose & Vazquez, Jesus
- 2327-2339 Signalling ability to pay and rent sharing dynamics
by Vahey, Shaun P.
2004, Volume 28, Issue 10
- 1925-1954 Equilibrium stock return dynamics under alternative rules of learning about hidden states
by Brandt, M.W.Michael W. & Zeng, Qi & Zhang, Lu
- 1955-1975 A sufficient condition for the existence and the uniqueness of a solution in macroeconomic models with perfect foresight
by Laffargue, J.-P.Jean-Pierre
- 1977-2002 Cattle cycles, heterogeneous expectations and the age distribution of capital
by Aadland, David
- 2003-2035 Limited information capacity as a source of inertia
by Moscarini, Giuseppe
- 2037-2054 Optimal tax/subsidy combinations for the flu season
by Francis, P.J. Peter J.
- 2055-2074 The compound option approach to American options on jump-diffusions
by Gukhal, C.R.Chandrasekhar Reddy
- 2075-2104 Learning to predict rationally when beliefs are heterogeneous
by Wenzelburger, Jan
- 2105-2117 On the relation between robust and Bayesian decision making
by Adam, Klaus
- 2119-2128 Portfolio selection subject to growth objectives
by Hellwig, Klaus
2004, Volume 28, Issue 9
- 1707-1731 Double auction dynamics: structural effects of non-binding price controls
by Gode, Dhananjay (Dan) K. & Sunder, Shyam
- 1733-1756 Irreversibility, uncertainty and growth
by Jamet, Stephanie
- 1757-1780 Subjective temporary equilibrium
by Chatterji, Shurojit
- 1781-1799 Dynamic Cournot-competitive harvesting of a common pool resource
by Sandal, Leif K. & Steinshamn, Stein I.
- 1801-1824 Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
by Phillips, Robert F.
- 1825-1845 The economic effects of immigration--a dynamic analysis
by Ben-Gad, Michael
- 1847-1875 Dynamic bargaining with action-dependent valuations
by Lemke, Robert J.
- 1877-1901 Price uncertainty and consumer welfare in an intertemporal setting
by Ni, Shawn & Raymon, Neil
- 1903-1923 Sources of growth and the spectral properties of the labor market search model
by Matheron, Julien & Maury, Tristan-Pierre & Tripier, Fabien
2004, Volume 28, Issue 8
- 1481-1504 Computing currency invariant indices with an application to minimum variance currency baskets
by Hovanov, Nikolai V. & Kolari, James W. & Sokolov, Mikhail V.
- 1505-1510 Comment on Hovanov, Kolari and Sokolov: a stable currency numeraire?
by Siegmann, Arjen
- 1511-1539 Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice
by Kenc, Turalay
- 1541-1556 On the economics of the optimal fallow-cultivation cycle
by Willassen, Yngve
- 1557-1575 Network structure and the diffusion of knowledge
by Cowan, Robin & Jonard, Nicolas
- 1577-1594 What determines aggregate returns to scale?
by Kim, Jinill
- 1595-1624 Exchange rates and interest rates: can term structure models explain currency movements?
by Inci, Ahmet Can & Lu, Biao
- 1625-1634 Industrialization and substitutability: a note
by Yamada, Masao
- 1635-1660 Solving for optimal simple rules in rational expectations models
by Dennis, Richard
- 1661-1680 Dynamic taxes and quotas with learning
by Costello, Christopher & Karp, Larry
- 1681-1701 Altruism, intergenerational transfers of time and bequests
by Cardia, Emanuela & Michel, Philippe
- 1703-1706 Algorithms for worst-case design and applications to risk management, Berc Rustem, Melendres Howe
by G. Luenberger, David
2004, Volume 28, Issue 7
- 1227-1227 Special issue on Mathematical Programming
by Ferris, Michael & Judd, Kenneth & Rustem, Berc
- 1229-1241 Computing Nash equilibria by iterated polymatrix approximation
by Govindan, Srihari & Wilson, Robert
- 1243-1266 Characterization of Markovian equilibria in a class of differential games
by Rincon-Zapatero, J. P.
- 1267-1289 A two-factor, stochastic programming model of Danish mortgage-backed securities
by S. Nielsen, Soren & Poulsen, Rolf
- 1291-1315 Simulation and optimization approaches to scenario tree generation
by Gulpinar, Nalan & Rustem, Berc & Settergren, Reuben
- 1317-1334 Optimal portfolios under a value-at-risk constraint
by Yiu, K. F. C.
- 1335-1352 Finding a maximum skewness portfolio--a general solution to three-moments portfolio choice
by de Athayde, Gustavo M. & Flores, Renato Jr.
- 1353-1381 Shortfall as a risk measure: properties, optimization and applications
by Bertsimas, Dimitris & Lauprete, Geoffrey J. & Samarov, Alexander
- 1383-1409 Modeling overlapping generations in a complementarity format
by Rasmussen, Tobias N. & Rutherford, Thomas F.
- 1411-1436 Computing equilibrium in OLG models with stochastic production
by Krueger, Dirk & Kubler, Felix
- 1437-1460 Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
by Dangl, Thomas & Wirl, Franz
- 1461-1480 Innovations, improvements, and the optimal adoption of new technologies
by Doraszelski, Ulrich
2004, Volume 28, Issue 6
- 1013-1033 A generalized impulse control model of cash management
by Bar-Ilan, Avner & Perry, David & Stadje, Wolfgang
- 1035-1057 Motion picture profit, the stable Paretian hypothesis, and the curse of the superstar
by De Vany, Arthur S. & Walls, W. David
- 1059-1078 Increasing returns, capital utilization, and the effects of government spending
by Guo, Jang-Ting
- 1079-1113 A geometric approach to multiperiod mean variance optimization of assets and liabilities
by Leippold, Markus & Trojani, Fabio & Vanini, Paolo
- 1115-1148 Optimal consumption-portfolio choices and retirement planning
by Bodie, Zvi & Detemple, Jerome B. & Otruba, Susanne & Walter, Stephan
- 1149-1157 Sustainable growth, renewable resources and pollution: Thresholds and cycles
by Wirl, Franz
- 1159-1184 Path-dependence in a Ramsey model with resource amenities and limited regeneration
by Gerlagh, Reyer & Keyzer, Michiel A.
- 1185-1204 A dynamic model of job networking and social influences on employment
by Krauth, Brian V.
- 1205-1226 A method for taking models to the data
by Ireland, Peter N.
2004, Volume 28, Issue 5
- 859-860 Financial decision models in a dynamical setting
by Mitra, Gautam & Zenios, Stavros
- 861-887 A multiperiod binomial model for pricing options in a vague world
by Muzzioli, Silvia & Torricelli, Costanza
- 889-913 Option pricing with transaction costs using a Markov chain approximation
by Monoyios, Michael
- 915-935 The American put under transactions costs
by Perrakis, Stylianos & Lefoll, Jean
- 937-954 Capital growth with security
by MacLean, Leonard C. & Sanegre, Rafael & Zhao, Yonggan & Ziemba, William T.
- 955-974 Scenario modelling for selective hedging strategies
by Beltratti, Andrea & Laurant, Andrea & Zenios, Stavros A.
- 975-990 Intertemporal surplus management
by Rudolf, Markus & Ziemba, William T.
- 991-1012 Modeling financial reinsurance in the casualty insurance business via stochastic programming
by de Lange, Petter E. & Fleten, Stein-Erik & Gaivoronski, Alexei A.
2004, Volume 28, Issue 4
- 645-660 Indeterminacy and fiscal policies in a growing economy
by Park, Hyun & Philippopoulos, Apostolis
- 661-690 Indicator variables for optimal policy under asymmetric information
by Svensson, Lars E. O. & Woodford, Michael
- 691-706 The cyclical behavior of household and business investment in a cash-in-advance economy
by Li, Victor E. & Chang, Chia-Ying
- 707-725 The Peso problem hypothesis and stock market returns
by Veronesi, Pietro
- 727-754 Option valuation with co-integrated asset prices
by Duan, Jin-Chuan & Pliska, Stanley R.
- 755-775 Solving dynamic general equilibrium models using a second-order approximation to the policy function
by Schmitt-Grohe, Stephanie & Uribe, Martin
- 777-800 Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm
by Prescott, Edward Simpson
- 801-815 How many cake-eaters? Chouette, on a du monde a diner !
by Favard, Pascal & Karp, Larry
- 817-839 Asset returns in an endogenous growth model with incomplete markets
by Krebs, Tom & Wilson, Bonnie
- 841-856 Multiple equilibria, fiscal policy, and human capital accumulation
by Alonso-Carrera, Jaime & Freire-Seren, Maria Jesus
2003, Volume 28, Issue 3
- 419-443 Credit market frictions and their direct effects on U.S. manufacturing fluctuations
by Li, Wenli & Sarte, Pierre-Daniel G.
- 445-466 Optimal management of fringe entry over time
by Fruchter, Gila E. & Messinger, Paul R.
- 467-492 Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output
by Corrado, Luisa & Holly, Sean
- 493-508 Speculative markets and the effectiveness of price limits
by Westerhoff, Frank
- 509-529 Harvesting a renewable resource under uncertainty
by Saphores, Jean-Daniel
- 531-553 Simulation-based exact jump tests in models with conditional heteroskedasticity
by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-Francois
- 555-594 International portfolio choice, liquidity constraints and the home equity bias puzzle
by Michaelides, Alexander
- 595-615 Capital tax reform, corporate finance, and economic growth and welfare
by Strulik, Holger
- 617-641 Long-run effects of unfunded social security with earnings-dependent benefits
by Zhang, Jie & Zhang, Junsen
2003, Volume 28, Issue 2
- 209-253 Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good
by Damgaard, Anders & Fuglsbjerg, Brian & Munk, Claus
- 255-272 Welfare costs of inflation in a dynamic economy with search unemployment
by Heer, Burkhard
- 273-285 Computing sunspot equilibria in linear rational expectations models
by Lubik, Thomas A. & Schorfheide, Frank
- 287-306 Strong time-consistency in the cartel-versus-fringe model
by Groot, Fons & Withagen, Cees & de Zeeuw, Aart
- 307-329 Equipment prices, human capital and economic growth
by Ortigueira, Salvador
- 331-348 Welfare effects of controlling labor supply: an application of the stochastic Ramsey model
by Amilon, Henrik & Bermin, Hans-Peter
- 349-366 A Gibbs sampler for structural vector autoregressions
by Waggoner, Daniel F. & Zha, Tao
- 367-375 Equilibrium dynamics in the one-sector endogenous growth model with physical and human capital
by Gomez, Manuel A.
- 377-396 The effect of mean reversion on investment under uncertainty
by Sarkar, Sudipto
- 397-418 Labor hoarding, superior information, and business cycle dynamics
by Boileau, Martin & Normandin, Michel
2003, Volume 28, Issue 1
- 1-26 The Phillips curve as a long-run phenomenon in a macroeconomic model with complex dynamics
by Colombo, Luca & Weinrich, Gerd
- 27-44 Estimating seemingly unrelated regression models with vector autoregressive disturbances
by Foschi, Paolo & Kontoghiorghes, Erricos J.
- 45-78 Optimal portfolio choice for unobservable and regime-switching mean returns
by Honda, Toshiki
- 79-99 Transfers to sustain dynamic core-theoretic cooperation in international stock pollutant control
by Germain, Marc & Toint, Philippe & Tulkens, Henry & de Zeeuw, Aart
- 101-116 Adjustment costs, learning, and indeterminacy
by Georges, Christophre
- 117-140 Adaptive expectations coordination in an economy with heterogeneous agents
by Negroni, Giorgio
- 141-151 The simple analytics of optimal growth with illegal migrants
by Hazari, Bharat R. & Sgro, Pasquale M.
- 153-170 Military spending and stochastic growth
by Gong, Liutang & Zou, Heng-fu
- 171-181 Expectational stability of stationary sunspot equilibria in a forward-looking linear model
by Evans, George W. & Honkapohja, Seppo
- 183-187 A class +1 sigmoidal activation functions for FFANNs
by Singh, Yogesh & Chandra, Pravin
- 189-205 A computational approach to liquidity-constrained firms over an infinite horizon
by Ono, Masanori
- 207-207 Erratum to "A computational approach to liquidity-constrained firms over an infinite horizon"
by Ono, Masanori
2003, Volume 27, Issue 11
- 1939-1939 Computing in economics and finance
by Juillard, M.
- 1941-1959 Global dynamics in macroeconomics: an overlapping generations example
by Gomis-Porqueras, Pere & Haro, Alex
- 1961-1991 A computational general equilibrium model with vintage capital
by Cadiou, Loı̈c & Dées, Stéphane & Laffargue, Jean-Pierre
- 1993-2006 Do adjustment costs explain investment-cash flow insensitivity?
by Pratap, Sangeeta
- 2007-2034 Information technologies, embodiment and growth
by Boucekkine, Raouf & de la Croix, David
- 2035-2057 Mitigation of the Lucas critique with stochastic control methods
by Amman, Hans M. & Kendrick, David A.
- 2059-2094 Monetary policy rules for an open economy
by Batini, Nicoletta & Harrison, Richard & Millard, Stephen P.
- 2095-2114 Small dimension PDE for discrete Asian options
by Benhamou, Eric & Duguet, Alexandre
- 2115-2149 Local trade networks and spatially persistent unemployment
by Oomes, Nienke
- 2151-2170 Inferring strategies from observed actions: a nonparametric, binary tree classification approach
by Engle-Warnick, Jim
- 2171-2193 Gaining the competitive edge using internal and external spillovers: a dynamic analysis
by Bischi, G.-I. & Dawid, H. & Kopel, M.
- 2195-2206 Competitive dynamics of web sites
by Maurer, Sebastian M. & Huberman, Bernardo A.
- 2207-2218 Learning competitive pricing strategies by multi-agent reinforcement learning
by Kutschinski, Erich & Uthmann, Thomas & Polani, Daniel
- 2219-2242 Numerical issues in threshold autoregressive modeling of time series
by Coakley, Jerry & Fuertes, Ana-Marı́a & Pérez, Marı́a-Teresa
- 2243-2265 Nonlinear mean reversion in the term structure of interest rates
by Seo, Byeongseon
2003, Volume 27, Issue 10
- 1699-1737 Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
by Jondeau, Eric & Rockinger, Michael
- 1739-1742 User's guide
by Jondeau, Eric & Rockinger, Michael
- 1743-1770 Stochastic equilibrium: learning by exponential smoothing
by Potzelberger, Klaus & Sogner, Leopold
- 1771-1799 A boundary crossing model of counterparty risk
by Esteghamat, Kian
- 1801-1831 Two-factor convertible bonds valuation using the method of characteristics/finite elements
by Barone-Adesi, Giovanni & Bermudez, Ana & Hatgioannides, John
- 1833-1853 Saddle-point calculation for constrained finite Markov chains
by Gomez-Ramirez, E. & Najim, K. & Poznyak, A. S.
- 1855-1879 Convergence and Biases of Monte Carlo estimates of American option prices using a parametric exercise rule
by Garcia, Diego
- 1881-1898 Optimal growth with decreasing marginal impatience
by Das, Mausumi
- 1899-1916 Why countries with the same technology and preferences can have different growth rates
by Krawczyk, Jacek B. & Shimomura, Koji
- 1917-1938 Stability, chaos and multiple attractors: a single agent makes a difference
by Onozaki, Tamotsu & Sieg, Gernot & Yokoo, Masanori
2003, Volume 27, Issue 9
- 1517-1531 The speed of convergence and alternative government financing
by Gokan, Yoichi
- 1533-1561 Skiba points and heteroclinic bifurcations, with applications to the shallow lake system
by Wagener, F. O. O.
- 1563-1594 Reevaluation and renegotiation of climate change coalitions--a sequential closed-loop game approach
by Yang, Zili
- 1595-1610 Price stability vs. output stability: tales of federal reserve administrations
by Ozlale, Umit
- 1611-1638 Uncertain potential output: implications for monetary policy
by Ehrmann, Michael & Smets, Frank
- 1639-1662 Taxation and the intergenerational transmission of human capital
by Hendricks, Lutz
- 1663-1679 Solving the real business cycles model of small-open economies by a sample-independent approach
by Chang, Wen-Ya & Lee, Hsiu-Yun & Wang, Yu-Lin
- 1681-1690 A comparison of two business cycle dating methods
by Harding, Don & Pagan, Adrian
- 1691-1693 Comment on "A comparison of two business cycle dating methods"
by Hamilton, James D.
- 1695-1698 Rejoinder to James Hamilton
by Harding, Don & Pagan, Adrian
2003, Volume 27, Issue 8
- 1335-1365 The comparative dynamics of closed-loop controls for discounted infinite horizon optimal control problems
by Caputo, Michael R.
- 1367-1390 On environmental Kuznets curves arising from stock externalities
by Kelly, David L.
- 1391-1409 Robust parameter estimation for asset price models with Markov modulated volatilities
by Elliott, R. J. & Malcolm, W. P. & Tsoi, Allanus H.
- 1411-1435 On the economics of forest vintages
by Salo, Seppo & Tahvonen, Olli
- 1437-1457 Learning with bounded memory in stochastic models
by Honkapohja, Seppo & Mitra, Kaushik
- 1459-1502 Higher education subsidies and heterogeneity: a dynamic analysis
by Caucutt, Elizabeth M. & Kumar, Krishna B.
- 1503-1515 On-line computation of Stackelberg equilibria with synchronous parallel genetic algorithms
by Alemdar, Nedim M. & Sirakaya, Sibel
2003, Volume 27, Issue 7
- 1163-1180 Dynamic asset pricing with non-redundant forwards
by Lioui, Abraham & Poncet, Patrice
- 1181-1215 Estimation and control of an optimization-based model with sticky prices and wages
by Amato, Jeffery D. & Laubach, Thomas
- 1217-1235 The division of labor and the growth of government
by Davis, Lewis S.
- 1237-1252 On the profitability of production perturbations in a dynamic natural resource oligopoly
by Benchekroun, Hassan & Gaudet, Gerard
- 1253-1288 A two-person dynamic equilibrium under ambiguity
by Epstein, Larry G. & Miao, Jianjun
- 1289-1315 The stochastic turnpike property without uniformity in convex aggregate growth models
by Joshi, Sumit
- 1317-1333 Computing observation weights for signal extraction and filtering
by Koopman, Siem Jan & Harvey, Andrew
2003, Volume 27, Issue 6
- 907-908 High-performance computing for financial planning
by Zenios, Stavros A.
- 909-935 Foreign exchange trading models and market behavior
by Gencay, Ramazan & Dacorogna, Michel & Olsen, Richard & Pictet, Olivier
- 937-969 The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
by Tokat, Yesim & Rachev, Svetlozar T. & Schwartz, Eduardo S.
- 971-986 Monte Carlo computation of optimal portfolios in complete markets
by Cvitanic, Jaksa & Goukasian, Levon & Zapatero, Fernando
- 987-1011 Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
by Cesari, Riccardo & Cremonini, David
- 1013-1043 On-line portfolio selection using stochastic programming
by Gaivoronski, Alexei A. & Stella, Fabio
- 1045-1068 Hedging options under transaction costs and stochastic volatility
by Gondzio, Jacek & Kouwenberg, Roy & Vorst, Ton
- 1069-1097 Retirement saving with contribution payments and labor income as a benchmark for investments
by Berkelaar, Arjan & Kouwenberg, Roy