Results for Discipline:
Basic Research, General Concepts and History of Economics
Hits 11-20 within 65 documents
Esscher transforms and the minimal entropy martingale measure for exponential Lévy models [journal article]
Source: Quantitative Finance, 6 (2006) 2. p.125-145
A simultaneous approach to the estimation of risk aversion and the subjective time discount rate [journal article]
Source: Journal of Economic Behavior & Organization, 70 (2009) 1-2. p.374-388
Business Cycles, Bifurcations and Chaos in a Neo-Classical Model with Investment Dynamics [journal article]
Source: Journal of Economic Behavior & Organization, 67 (2008) 1. p.57-77
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.119-133
Optimal approximations of power-laws with exponentials: application to volatility models with long memory [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.585-589
The methodological bases of comparative evaluation of scientific and technological potential of Russia and the EU: regional and international aspects [journal article]
Source: Baltic Region, (2012) 4. p.16-28
Least Squares Importance Sampling for Monte Carlo Security Pricing [journal article]
Source: Quantitative Finance, 8 (2008) 5. p.485-497
Private Provision and Global Public Goods: Do the Two Go Together? [journal article]
Source: Global Social Policy, 5 (2005) 2. p.137-140
On the heterogeneity of sectoral growth and structural dynamics: Evidence from Austrian manufacturing industries [journal article]
Source: Applied Economics, (2010). p.31
On Option Pricing Models in the Presence of Heavy Tails [journal article]
Source: Quantitative Finance, 7 (2007) 5. p.563-573