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A Behavioural Asset Pricing Model with a Time-Varying Second Moment |
1 |
1 |
1 |
147 |
1 |
1 |
4 |
481 |

A Behavioural Model of Investor Sentiment in Limit Order Markets |
0 |
1 |
6 |
120 |
3 |
5 |
26 |
289 |

A Class of Heath-Jarrow-Morton Term Structure Models with Stochastic Volatility |
0 |
0 |
1 |
187 |
0 |
3 |
7 |
427 |

A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework |
0 |
0 |
3 |
370 |
0 |
1 |
64 |
964 |

A Complete Stochastic Volatility Model in the HJM Framework |
1 |
1 |
4 |
296 |
1 |
1 |
8 |
640 |

A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps |
1 |
1 |
2 |
444 |
2 |
3 |
10 |
1,485 |

A Dynamic Analysis of Cournot Duopoly in Imperfectly Competitive Product and Factor Markets |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
195 |

A Dynamic Analysis of Moving Average Rules |
0 |
0 |
4 |
652 |
1 |
3 |
12 |
2,034 |

A Dynamic Analysis of Moving Average Rules |
0 |
0 |
3 |
133 |
0 |
5 |
19 |
494 |

A Dynamic Analysis of Moving Average Rules |
0 |
0 |
1 |
495 |
0 |
0 |
8 |
1,504 |

A Dynamic Analysis of Speculation Across Two Markets |
0 |
0 |
0 |
79 |
0 |
2 |
7 |
231 |

A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market |
0 |
0 |
0 |
101 |
0 |
1 |
5 |
253 |

A Dynamic Heterogeneous Beliefs CAPM |
0 |
0 |
1 |
130 |
1 |
3 |
9 |
263 |

A Dynamical Analysis of Moving Average Rules |
0 |
0 |
0 |
9 |
0 |
0 |
27 |
1,630 |

A Framework for CAPM with Heterogenous Beliefs |
1 |
1 |
1 |
209 |
1 |
1 |
4 |
482 |

A Markovian Defaultable Term Structure Model with State Dependent Volatilities |
0 |
0 |
0 |
180 |
0 |
2 |
7 |
475 |

A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models |
0 |
0 |
0 |
270 |
0 |
0 |
6 |
777 |

A Model of Monetary Growth for a Small Open Economy |
0 |
0 |
1 |
53 |
0 |
1 |
5 |
111 |

A Modern View on Merton's Jump-Diffusion Model |
1 |
6 |
20 |
176 |
3 |
12 |
43 |
439 |

A Non-Stationary Asset Pricing Model under Heterogeneous Expectations |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
211 |

A Preference Free Partial Differential Equation for the Term Structure of Interest Rates |
0 |
0 |
0 |
153 |
0 |
0 |
6 |
626 |

A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
339 |

A Survey of Models for the Pricing of Interest Rate Derivatives |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
179 |

A Survey of Non-linear Methods for No-arbitrage Bond Pricing |
0 |
0 |
1 |
87 |
0 |
1 |
5 |
128 |

A Survey of the Integral Representation of American Option Prices |
0 |
0 |
5 |
332 |
0 |
3 |
16 |
684 |

A simple microstructure model of double auction markets |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
479 |

Adaptive Rational Expectations in Models of Monetary Dynamics |
0 |
0 |
0 |
81 |
0 |
0 |
1 |
199 |

Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis |
0 |
0 |
0 |
131 |
0 |
3 |
7 |
346 |

Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis |
0 |
0 |
1 |
130 |
0 |
3 |
7 |
310 |

American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach |
0 |
0 |
1 |
554 |
0 |
3 |
9 |
1,320 |

An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies |
0 |
0 |
0 |
233 |
0 |
1 |
7 |
671 |

An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
352 |

An Analysis of American Options Under Heston Stochastic Volatility and Jump-Diffusion Dynamics |
0 |
0 |
5 |
154 |
0 |
1 |
12 |
340 |

An Evolutionary CAPM Under Heterogeneous Beliefs |
0 |
1 |
2 |
91 |
2 |
7 |
14 |
196 |

An Implementation of the Shirakawa Jump-Diffusion Term Structure Model |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
228 |

Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation |
0 |
0 |
0 |
303 |
1 |
2 |
8 |
1,096 |

Approximate Hedging of Options under Jump-Diffusion Processes |
1 |
1 |
2 |
20 |
2 |
4 |
5 |
74 |

Approximating Heath-Jarrow-Morton Non-Markovian Term Structure of Interest Rate Models with Markovian Systems |
0 |
0 |
1 |
79 |
0 |
1 |
5 |
232 |

Asset Price Dynamics among Heterogeneous Interacting Agents |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
306 |

Asset Price and Wealth Dynamics Under Heterogeneous Expectations |
0 |
1 |
3 |
218 |
1 |
5 |
11 |
489 |

Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents |
0 |
0 |
0 |
175 |
1 |
4 |
7 |
452 |

Asset Price and Wealth Dynamics under Heterogeneous Expectations |
0 |
0 |
0 |
74 |
1 |
4 |
10 |
772 |

Asset price and wealth dynamics in a financial market with heterogeneous agents |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
283 |

Bootstrap Results From the State Space From Representation of the Heath-Jarrow-Morton Model |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
218 |

Business Confidence and Macroeconomic Dynamics in a Nonlinear Two-Country Framework with Aggregate Opinion Dynamics |
0 |
0 |
3 |
37 |
0 |
3 |
10 |
150 |

Classes of Interest Rate Models Under the HJM Framework |
0 |
1 |
6 |
404 |
2 |
7 |
121 |
1,185 |

Construction of Zero-Coupon Yield Curve From Coupon Bond Yield Using Australian Data |
3 |
4 |
7 |
3,669 |
8 |
17 |
51 |
10,505 |

Continuous Time Model Estimation |
0 |
0 |
4 |
446 |
0 |
2 |
11 |
1,250 |

Credit Derivative Pricing with Stochastic Volatility Models |
0 |
0 |
1 |
61 |
0 |
5 |
15 |
204 |

Determinants of Corporate Capital Structure: Australian Evidence |
0 |
1 |
5 |
373 |
4 |
9 |
33 |
1,173 |

Developments in Nonlinear Economic Dynamics: Past, Present and Future |
0 |
0 |
0 |
87 |
0 |
0 |
2 |
198 |

Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives |
0 |
0 |
1 |
73 |
0 |
2 |
6 |
237 |

Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case |
0 |
0 |
0 |
45 |
0 |
3 |
7 |
223 |

Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case |
0 |
0 |
0 |
46 |
0 |
2 |
6 |
288 |

Estimating Behavioural Heterogeneity Under Regime Switching |
0 |
0 |
0 |
89 |
0 |
0 |
8 |
274 |

Estimating the Term Structure of Volatility in Futures Yield - A Maximum Likelihood Approach |
0 |
0 |
0 |
87 |
0 |
1 |
5 |
305 |

Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets |
0 |
0 |
0 |
374 |
0 |
1 |
4 |
988 |

Estimation in Models of the Instantaneous Short Term Interest Rate By Use of a Dynamic Bayesian Algorithm |
0 |
0 |
1 |
89 |
1 |
3 |
12 |
336 |

Estimation of the Volatility Structure of the Fixed Income Market |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
153 |

Evaluation of American Strangles |
0 |
0 |
1 |
105 |
4 |
7 |
12 |
294 |

Evaluation of American Strangles |
0 |
0 |
3 |
148 |
0 |
2 |
10 |
1,290 |

Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques |
0 |
0 |
0 |
113 |
2 |
2 |
4 |
358 |

Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions |
0 |
0 |
1 |
5 |
0 |
0 |
4 |
350 |

Exchange Options Under Jump-Diffusion Dynamics |
0 |
0 |
1 |
116 |
0 |
1 |
5 |
272 |

Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers |
0 |
0 |
0 |
111 |
1 |
2 |
8 |
788 |

Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
269 |

Filtering Equity Risk Premia From Derivative Prices |
0 |
0 |
0 |
151 |
0 |
3 |
10 |
450 |

Forward Rate Dependent Markovian Transformations of the Heath-Jarrow-Morton Term Structure Model |
0 |
0 |
0 |
89 |
0 |
0 |
2 |
316 |

Hedge Portfolios in Markets with Price Discontinuities |
0 |
0 |
0 |
73 |
0 |
0 |
2 |
224 |

Heterogeneity, Market Mechanisms, and Asset Price Dynamics |
0 |
0 |
3 |
274 |
0 |
2 |
10 |
586 |

Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker |
0 |
1 |
4 |
179 |
0 |
4 |
12 |
467 |

Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model |
0 |
1 |
1 |
418 |
1 |
7 |
12 |
1,240 |

Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model |
0 |
0 |
0 |
69 |
0 |
4 |
6 |
270 |

Heterogeneous Expectations and Exchange Rate Dynamics |
0 |
0 |
0 |
93 |
0 |
1 |
6 |
168 |

Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework |
0 |
0 |
1 |
113 |
0 |
2 |
9 |
333 |

Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500 |
0 |
0 |
2 |
82 |
0 |
2 |
16 |
217 |

Humps in the Volatility Structure of the Crude Oil Futures Market |
0 |
0 |
0 |
61 |
1 |
4 |
16 |
213 |

Infering Forward Looking Financial Market Risk Premia from Derivatives Prices |
0 |
0 |
1 |
70 |
0 |
1 |
7 |
514 |

Interacting Two-Country Business Fluctuations |
0 |
0 |
0 |
60 |
1 |
2 |
6 |
315 |

Interacting Two-Country Business Fluctuations |
0 |
0 |
0 |
35 |
0 |
0 |
7 |
161 |

Interest Rate Futures: Estimation of Volatility Parameters in an Arbitrage-Free Framework |
0 |
0 |
0 |
147 |
0 |
2 |
9 |
510 |

Intertemporal Asset Allocation with Inflation-Indexed Bonds |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
203 |

Intertemporal Investment Strategies Under Inflation Risk |
0 |
0 |
0 |
210 |
0 |
1 |
10 |
885 |

Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models |
0 |
0 |
0 |
115 |
0 |
1 |
2 |
367 |

Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Investigating Time-Efficient Methods to Price Compound Options in the Heston Model |
0 |
0 |
1 |
20 |
0 |
3 |
6 |
86 |

Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
3 |

Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models |
0 |
0 |
0 |
12 |
0 |
1 |
5 |
88 |

Investigation nonlinear speculation in cattle, corn, and hog futures markets using logistics smooth transition regression models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Issues in Evaluating Multifactor Options in a PDE Framework |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
255 |

Keynes-Metzler-Goodwin Model Building: The Closed Economy |
0 |
1 |
6 |
217 |
2 |
6 |
22 |
689 |

Keynesian AD-AS, Quo Vadis? |
0 |
0 |
1 |
149 |
0 |
1 |
9 |
522 |

Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations |
0 |
0 |
1 |
113 |
0 |
1 |
7 |
380 |

Keynesian Dynamics and the Wage Price Spiral. A Baseline Disequilibrium Approach |
0 |
0 |
1 |
104 |
1 |
1 |
6 |
485 |

Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model |
0 |
0 |
1 |
136 |
1 |
2 |
10 |
573 |

Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach |
0 |
0 |
0 |
110 |
1 |
1 |
1 |
581 |

Keynesian Dynamics and the Wage-Price Spiral:Estimating and Analyzing a Baseline Disequilibrium Approach |
0 |
0 |
0 |
94 |
0 |
0 |
16 |
339 |

Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy |
0 |
0 |
7 |
237 |
0 |
1 |
14 |
737 |

Keynesian Monetary Growth Dynamics: The Missing Prototype |
0 |
0 |
0 |
31 |
0 |
0 |
3 |
118 |

Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates |
0 |
0 |
0 |
84 |
0 |
0 |
2 |
302 |

Learning and Evolution of Trading Strategies in Limit Order Markets |
1 |
1 |
2 |
92 |
2 |
2 |
7 |
222 |

Learning in a Generalized Dornbusch Model of Exchange Rate Dynamics |
0 |
0 |
0 |
175 |
0 |
1 |
6 |
610 |

Limit Distribution of Evolving Strategies in Financial Markets |
0 |
0 |
0 |
39 |
0 |
1 |
7 |
110 |

Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
144 |

McKean's Methods Applied to American Call Options on Jump-Diffusion Processes |
1 |
1 |
1 |
289 |
1 |
6 |
18 |
798 |

McKean’s Method applied to American Call Options on Jump-Diffusion Processes |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
297 |

Mean Variance Preferences, Expectations Formation, and the Dynamics of Random Asset Prices |
0 |
0 |
0 |
119 |
1 |
7 |
11 |
469 |

Modeling the Currency Forward Risk Premium: Theory and Evidence |
0 |
0 |
1 |
423 |
1 |
2 |
5 |
1,665 |

Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios |
0 |
0 |
0 |
38 |
0 |
2 |
3 |
97 |

Modelling and Estimating the Forward Price Curve in the Energy Market |
0 |
0 |
0 |
230 |
0 |
1 |
14 |
552 |

Modelling the "Animal Spirits" of Bank's Lending Behaviour |
0 |
0 |
13 |
143 |
1 |
6 |
51 |
329 |

Modelling the Evolution of Credit Spreads Using the Cox Process Within the HJM Framework A CDS Option Pricing Model |
1 |
1 |
1 |
108 |
1 |
3 |
12 |
315 |

Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model |
0 |
0 |
1 |
116 |
0 |
1 |
4 |
332 |

Modelling the Value of the S&P 500 - A System Dynamics Perspective |
0 |
0 |
1 |
497 |
0 |
0 |
4 |
975 |

Monetary Policy and Debt Deflation: Some Computational Experiments |
0 |
0 |
0 |
104 |
1 |
3 |
3 |
153 |

Monetary Policy and Debt Deflation: Some Computational Experiments |
0 |
0 |
1 |
102 |
1 |
2 |
7 |
125 |

Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics |
0 |
0 |
0 |
46 |
0 |
0 |
3 |
218 |

Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model |
0 |
0 |
2 |
103 |
1 |
1 |
6 |
277 |

Nonlinear Phillips Curves, the Emergence of Complex Dynamics and the Role of Monetary Policy Rules |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
141 |

Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
651 |

Numerical Methods for American Spread Options under Jump Diffusion Processes |
0 |
0 |
0 |
0 |
1 |
7 |
17 |
645 |

On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models |
0 |
0 |
1 |
61 |
1 |
1 |
13 |
211 |

On Filtering in Markovian Term Structure Models (An Approximation Approach) |
0 |
0 |
0 |
65 |
0 |
2 |
5 |
242 |

On Market Games with Misspecified Demand Functions: Long Run Outcomes and Global Dynamics |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
141 |

Optimal Investment Strategies under Stochastic Volatility - Estimation and Applications |
0 |
1 |
1 |
87 |
0 |
3 |
4 |
213 |

Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions |
0 |
0 |
0 |
291 |
0 |
1 |
2 |
593 |

Output and Interest Rates. Jump Variable and Phase Diagram Switching Methodologies |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
1,384 |

Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum |
0 |
0 |
0 |
94 |
0 |
2 |
12 |
325 |

Output, Financial Markets and Growth |
0 |
0 |
0 |
76 |
2 |
4 |
7 |
200 |

PRICE DYNAMICS AND DIVERSIFICATION UNDER HETEROGENEOUS EXPECTATIONS |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
123 |

Particle Filters for Markov Switching Stochastic Volatility Models |
0 |
0 |
0 |
117 |
0 |
3 |
9 |
243 |

Price Flexibility and Debt Dynamics in a High Order AS-AD Model |
0 |
0 |
1 |
68 |
0 |
2 |
9 |
356 |

Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines |
0 |
0 |
0 |
249 |
0 |
1 |
4 |
831 |

Pricing American Options on Jump-Diffusion Processes using Fourier Hermite Series Expansions |
0 |
0 |
0 |
257 |
0 |
3 |
8 |
561 |

Pricing American Options on Jump-Diffusion Processes using Fourier-Hermite Series Expansions |
0 |
0 |
0 |
2 |
0 |
2 |
5 |
532 |

Pricing American Options under Regime Switching Using Method of Lines |
0 |
1 |
4 |
33 |
0 |
3 |
14 |
82 |

Pricing American Options under Stochastic Volatility |
0 |
0 |
0 |
3 |
0 |
3 |
13 |
403 |

Pricing American Options under Stochastic Volatility and Jump Diffusion Dynamics |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
369 |

Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time |
2 |
7 |
14 |
147 |
6 |
26 |
50 |
364 |

Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient |
0 |
0 |
1 |
98 |
0 |
2 |
7 |
363 |

Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation |
0 |
0 |
1 |
89 |
0 |
1 |
5 |
525 |

Real-Financial Interaction: Integrating Supply Side Wage-Price Dynamics and the Stock Market |
0 |
0 |
1 |
44 |
0 |
1 |
9 |
190 |

Representation and Numerical Approximation of American Option Prices under Heston Stochastic Volatility Dynamics |
0 |
0 |
9 |
84 |
0 |
1 |
20 |
226 |

Small Traders in Currency Futures Markets |
1 |
1 |
2 |
59 |
2 |
4 |
9 |
179 |

Solving the Price-Earnings Puzzle |
1 |
1 |
1 |
122 |
2 |
6 |
14 |
388 |

Speculative Behaviour and Complex Asset Price Dynamics |
0 |
0 |
0 |
1 |
0 |
4 |
10 |
239 |

Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach |
0 |
1 |
3 |
107 |
0 |
2 |
6 |
361 |

Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning |
1 |
1 |
2 |
47 |
1 |
2 |
9 |
154 |

Stabilizing an unstable economy: on the choice of proper policy measures |
0 |
0 |
0 |
87 |
0 |
1 |
10 |
280 |

State Variables and the Affine Nature of Markovian HJM Term Structure Models |
0 |
0 |
1 |
209 |
0 |
0 |
6 |
588 |

Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment |
0 |
0 |
0 |
143 |
0 |
4 |
10 |
436 |

Stochastic Correlation and Risk Premia in Term Structure Models |
0 |
0 |
0 |
74 |
1 |
2 |
7 |
188 |

Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability |
0 |
0 |
3 |
39 |
0 |
1 |
11 |
97 |

Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming |
0 |
0 |
0 |
1 |
1 |
4 |
6 |
450 |

THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
795 |

THE VALUATION OF AMERICAN EXCHANGE OPTIONS UNDER |
0 |
0 |
0 |
3 |
0 |
1 |
5 |
515 |

The Birth of Limit Cycles in Cournot Oligopoly Models with Time Delays |
0 |
0 |
1 |
35 |
0 |
1 |
3 |
167 |

The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
125 |

The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology |
0 |
1 |
4 |
378 |
1 |
2 |
6 |
853 |

The Dynamics of Speculative Behaviour |
1 |
2 |
10 |
293 |
2 |
8 |
41 |
643 |

The Dynamics of the Cobweb when Producers are Risk Averse Learners |
0 |
0 |
0 |
29 |
0 |
1 |
4 |
126 |

The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques |
0 |
0 |
0 |
177 |
0 |
2 |
10 |
451 |

The Evaluation Of Barrier Option Prices Under Stochastic Volatility |
0 |
0 |
0 |
159 |
0 |
1 |
4 |
352 |

The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach |
0 |
0 |
0 |
116 |
0 |
2 |
9 |
354 |

The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines |
0 |
0 |
0 |
212 |
0 |
1 |
4 |
566 |

The Evaluation of Multiple Year Gas Sales Agreement with Regime Switching |
0 |
0 |
2 |
64 |
2 |
2 |
8 |
161 |

The Financial Instability Hypothesis: A Stochastic Microfoundation Framework |
0 |
1 |
1 |
170 |
0 |
2 |
4 |
323 |

The History of the Quantitative Methods in Finance Conference Series. 1992-2007 |
0 |
0 |
1 |
149 |
0 |
0 |
1 |
352 |

The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows |
0 |
0 |
1 |
20 |
1 |
3 |
12 |
73 |

The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows |
0 |
0 |
1 |
152 |
0 |
9 |
25 |
399 |

The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows |
0 |
0 |
2 |
32 |
2 |
4 |
11 |
143 |

The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method |
0 |
0 |
1 |
89 |
0 |
0 |
3 |
363 |

The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context |
0 |
0 |
0 |
84 |
1 |
2 |
6 |
444 |

The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison |
0 |
0 |
1 |
176 |
0 |
0 |
1 |
508 |

The Macrodynamics of Debt Deflation |
0 |
0 |
2 |
417 |
0 |
2 |
15 |
1,031 |

The Multifactor Nature of the Volatility of the Eurodollar Futures Market |
0 |
0 |
0 |
284 |
0 |
4 |
10 |
913 |

The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
333 |

The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option |
0 |
0 |
0 |
178 |
0 |
0 |
1 |
576 |

The Return-Volatility Relation in Commodity Futures Markets |
1 |
1 |
3 |
195 |
2 |
4 |
16 |
268 |

The Stochastic Dynamics of Speculative Prices |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
303 |

The Structure of Keynesian Macrodynamics: A Framework for Future Research |
0 |
0 |
2 |
129 |
0 |
1 |
8 |
231 |

The Valuation of Multiple Asset American Options under Jump Diffusion Processes |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
393 |

The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach |
0 |
0 |
1 |
284 |
1 |
2 |
10 |
812 |

The Volatility Structure of the Fixed Income Markets under the HJM Framework |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
161 |

The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach |
0 |
1 |
2 |
197 |
1 |
2 |
7 |
979 |

Time-Varying Beta: A Boundedly Rational Equilibrium Approach |
0 |
0 |
0 |
100 |
1 |
1 |
6 |
259 |

Towards Applied Disequilibrium Growth Theory: I The Starting Model |
0 |
0 |
4 |
41 |
0 |
2 |
14 |
119 |

Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model |
0 |
0 |
1 |
41 |
0 |
1 |
6 |
223 |

Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues |
0 |
0 |
1 |
3 |
0 |
1 |
9 |
160 |

Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model |
0 |
0 |
1 |
47 |
0 |
0 |
8 |
362 |

Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation |
0 |
0 |
2 |
86 |
0 |
0 |
11 |
330 |

Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions |
0 |
0 |
2 |
49 |
0 |
1 |
11 |
338 |

Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution |
0 |
0 |
1 |
36 |
0 |
1 |
8 |
191 |

Transformation of Heath-Jarrow-Morton Models to Markovian Systems |
0 |
0 |
2 |
213 |
0 |
3 |
8 |
567 |

Two Stochastic Volatility Processes - American Option Pricing |
2 |
2 |
6 |
56 |
2 |
4 |
11 |
159 |

Type I Spurious Regression in Econometrics |
0 |
0 |
0 |
161 |
0 |
2 |
8 |
576 |

Visual Modeling of Endogenous Fluctuations in Economic Dynamic Systems |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
187 |

Total Working Papers |
21 |
47 |
256 |
27,456 |
96 |
445 |
1,879 |
95,538 |