Kelly, Cónall; Lord, Gabriel; Maulana, Heru The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model. (English) Zbl 07503437 J. Comput. Appl. Math. 410, Article ID 114208, 17 p. (2022). MSC: 60H10 60H35 65C30 91G30 91G60 PDF BibTeX XML Cite \textit{C. Kelly} et al., J. Comput. Appl. Math. 410, Article ID 114208, 17 p. (2022; Zbl 07503437) Full Text: DOI OpenURL
Kelly, Cónall; Lord, Gabriel J. Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients. (English) Zbl 1480.60182 Numer. Algorithms 89, No. 2, 721-747 (2022). MSC: 60H15 60H35 65C30 91B70 PDF BibTeX XML Cite \textit{C. Kelly} and \textit{G. J. Lord}, Numer. Algorithms 89, No. 2, 721--747 (2022; Zbl 1480.60182) Full Text: DOI arXiv OpenURL
Hosoya, Yuhki; Kuwata, Susumu Formula of the overtaking optimal solution for a growth model with AK technology. (English) Zbl 1475.91197 Pure Appl. Funct. Anal. 6, No. 5, 939-947 (2021). MSC: 91B62 49K15 PDF BibTeX XML Cite \textit{Y. Hosoya} and \textit{S. Kuwata}, Pure Appl. Funct. Anal. 6, No. 5, 939--947 (2021; Zbl 1475.91197) Full Text: Link OpenURL
Jeong, Hanbat; Lee, Lung-fei Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks. (English) Zbl 1475.91226 J. Econ. Dyn. Control 129, Article ID 104186, 21 p. (2021). MSC: 91B72 62P20 91A25 91A80 PDF BibTeX XML Cite \textit{H. Jeong} and \textit{L.-f. Lee}, J. Econ. Dyn. Control 129, Article ID 104186, 21 p. (2021; Zbl 1475.91226) Full Text: DOI OpenURL
Kalouptsidi, Myrto; Scott, Paul T.; Souza-Rodrigues, Eduardo Linear IV regression estimators for structural dynamic discrete choice models. (English) Zbl 1471.62533 J. Econom. 222, No. 1, Part C, 778-804 (2021). MSC: 62P20 62J05 91B06 PDF BibTeX XML Cite \textit{M. Kalouptsidi} et al., J. Econom. 222, No. 1, Part C, 778--804 (2021; Zbl 1471.62533) Full Text: DOI Link OpenURL
Taherinasab, Yasser; Soheili, Ali Reza; Amini, Mohammad Lower bound approximation of nonlinear basket option with jump-diffusion. (English) Zbl 1474.91248 J. Math. Model. 9, No. 1, 31-44 (2021). MSC: 91G60 65C30 60H10 65L20 91G20 PDF BibTeX XML Cite \textit{Y. Taherinasab} et al., J. Math. Model. 9, No. 1, 31--44 (2021; Zbl 1474.91248) Full Text: DOI OpenURL
Chang, Jow-Ran; Hung, Mao-Wei; Lee, Cheng Few Application of intertemporal CAPM on international corporate finance. (English) Zbl 1451.91224 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 485-517 (2021). MSC: 91G50 91G30 62P05 62M10 PDF BibTeX XML Cite \textit{J.-R. Chang} et al., in: Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 485--517 (2021; Zbl 1451.91224) Full Text: DOI OpenURL
Yang, Zhanwen; Yang, Huizi; Yao, Zichen Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions. (English) Zbl 1451.60079 J. Comput. Appl. Math. 383, Article ID 113156, 10 p. (2021). MSC: 60H35 91B70 PDF BibTeX XML Cite \textit{Z. Yang} et al., J. Comput. Appl. Math. 383, Article ID 113156, 10 p. (2021; Zbl 1451.60079) Full Text: DOI OpenURL
Barnichon, Regis; Mesters, Geert Identifying modern macro equations with old shocks. (English) Zbl 1457.91259 Q. J. Econ. 135, No. 4, 2255-2298 (2020). MSC: 91B64 PDF BibTeX XML Cite \textit{R. Barnichon} and \textit{G. Mesters}, Q. J. Econ. 135, No. 4, 2255--2298 (2020; Zbl 1457.91259) Full Text: DOI Link OpenURL
Saraev, Aleksandr Leonidovich; Saraev, Leonid Aleksandrovich Stochastic calculation of curves dynamics of enterprise. (Russian. English summary) Zbl 1474.91239 Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 24, No. 2, 343-364 (2020). MSC: 91G50 60H30 91G80 PDF BibTeX XML Cite \textit{A. L. Saraev} and \textit{L. A. Saraev}, Vestn. Samar. Gos. Tekh. Univ., Ser. Fiz.-Mat. Nauki 24, No. 2, 343--364 (2020; Zbl 1474.91239) Full Text: DOI MNR OpenURL
Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift. (English) Zbl 1451.60041 Nonlinear Anal., Model. Control 25, No. 6, 1059-1078 (2020). MSC: 60G22 60H10 60H35 91G30 PDF BibTeX XML Cite Nonlinear Anal., Model. Control 25, No. 6, 1059--1078 (2020; Zbl 1451.60041) Full Text: DOI OpenURL
Wang, Zhigang; Shen, Kang; Wang, Sizhe The numerical solution of the uncertain differential equation and its application. (Chinese. English summary) Zbl 1463.65189 Fuzzy Syst. Math. 34, No. 1, 141-148 (2020). MSC: 65L06 91G60 PDF BibTeX XML Cite \textit{Z. Wang} et al., Fuzzy Syst. Math. 34, No. 1, 141--148 (2020; Zbl 1463.65189) OpenURL
Hatzesberger, Simon Strongly asymptotically optimal schemes for the strong approximation of stochastic differential equations with respect to the supremum error. (English) Zbl 1469.65030 J. Complexity 60, Article ID 101496, 26 p. (2020). MSC: 65C30 60H35 60H10 91G60 PDF BibTeX XML Cite \textit{S. Hatzesberger}, J. Complexity 60, Article ID 101496, 26 p. (2020; Zbl 1469.65030) Full Text: DOI arXiv OpenURL
Yang, Huizi; Yang, Zhanwen; Ma, Shufang Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions. (English) Zbl 1429.65022 Appl. Math. Comput. 360, 70-82 (2019). MSC: 65C30 34K07 45J05 60H20 91B70 PDF BibTeX XML Cite \textit{H. Yang} et al., Appl. Math. Comput. 360, 70--82 (2019; Zbl 1429.65022) Full Text: DOI OpenURL
Domínguez Corella, Alberto; Hernández-Lerma, Onésimo The maximum principle for discrete-time control systems and applications to dynamic games. (English) Zbl 1418.49027 J. Math. Anal. Appl. 475, No. 1, 253-277 (2019). Reviewer: Armin Hoffmann (Ilmenau) MSC: 49K21 93C55 49J21 91A50 PDF BibTeX XML Cite \textit{A. Domínguez Corella} and \textit{O. Hernández-Lerma}, J. Math. Anal. Appl. 475, No. 1, 253--277 (2019; Zbl 1418.49027) Full Text: DOI OpenURL
Cozma, Andrei; Reisinger, Christoph Strong convergence rates for Euler approximations to a class of stochastic path-dependent volatility models. (English) Zbl 1433.60074 SIAM J. Numer. Anal. 56, No. 6, 3430-3458 (2018). MSC: 60H35 65C05 65C30 91G20 91G30 PDF BibTeX XML Cite \textit{A. Cozma} and \textit{C. Reisinger}, SIAM J. Numer. Anal. 56, No. 6, 3430--3458 (2018; Zbl 1433.60074) Full Text: DOI arXiv OpenURL
Torricelli, Lorenzo Volatility targeting using delayed diffusions. (English) Zbl 1418.91492 Appl. Math. Finance 25, No. 3, 213-246 (2018). MSC: 91G10 60H10 91G60 PDF BibTeX XML Cite \textit{L. Torricelli}, Appl. Math. Finance 25, No. 3, 213--246 (2018; Zbl 1418.91492) Full Text: DOI OpenURL
Feng, Juanting; Gu, Yinlu; Shen, Fangfang; Li, Panrun Asymptotic mean-square boundedness of the backward Euler numerical solution of stochastic age-dependent capital system with fractional Brownian motion and jumps. (Chinese. English summary) Zbl 1413.91128 Math. Pract. Theory 48, No. 8, 26-31 (2018). MSC: 91G60 65C30 60G22 PDF BibTeX XML Cite \textit{J. Feng} et al., Math. Pract. Theory 48, No. 8, 26--31 (2018; Zbl 1413.91128) OpenURL
van der Have, Z.; Oosterlee, C. W. The COS method for option valuation under the SABR dynamics. (English) Zbl 1390.91328 Int. J. Comput. Math. 95, No. 2, 444-464 (2018). MSC: 91G60 60H35 65T40 91G20 PDF BibTeX XML Cite \textit{Z. van der Have} and \textit{C. W. Oosterlee}, Int. J. Comput. Math. 95, No. 2, 444--464 (2018; Zbl 1390.91328) Full Text: DOI OpenURL
Takahashi, Hiroshi; Yoshihara, Ken-ichi Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables. (English) Zbl 1426.39020 AIMS Math. 2, No. 3, 377-384 (2017). MSC: 39A50 60H10 91G60 65L12 PDF BibTeX XML Cite \textit{H. Takahashi} and \textit{K.-i. Yoshihara}, AIMS Math. 2, No. 3, 377--384 (2017; Zbl 1426.39020) Full Text: DOI OpenURL
Hipp, Christian Stochastic control for insurance: new problems and methods. (English) Zbl 1417.91271 Londoño, Jaime A. (ed.) et al., Actuarial sciences and quantitative finance. ICASQF2016, Cartagena, Colombia, June 15–18, 2016. Cham: Springer. Springer Proc. Math. Stat. 214, 115-124 (2017). MSC: 91B30 93E20 49L25 PDF BibTeX XML Cite \textit{C. Hipp}, Springer Proc. Math. Stat. 214, 115--124 (2017; Zbl 1417.91271) Full Text: DOI OpenURL
Hipp, Christian Stochastic control for insurance: models, strategies, and numerics. (English) Zbl 1417.91270 Londoño, Jaime A. (ed.) et al., Actuarial sciences and quantitative finance. ICASQF2016, Cartagena, Colombia, June 15–18, 2016. Cham: Springer. Springer Proc. Math. Stat. 214, 75-113 (2017). MSC: 91B30 49L25 93E20 PDF BibTeX XML Cite \textit{C. Hipp}, Springer Proc. Math. Stat. 214, 75--113 (2017; Zbl 1417.91270) Full Text: DOI OpenURL
Martínez, José Luis; Gibaja, Damián Emilio An application of calculus of variations to transshipment. (English) Zbl 1379.49038 Adv. Differ. Equ. Control Process. 18, No. 1, 1-16 (2017). MSC: 49N90 91B55 90B06 34H05 PDF BibTeX XML Cite \textit{J. L. Martínez} and \textit{D. E. Gibaja}, Adv. Differ. Equ. Control Process. 18, No. 1, 1--16 (2017; Zbl 1379.49038) Full Text: DOI OpenURL
Toscani, Giuseppe Continuum models in wealth distribution. (English) Zbl 1378.35308 Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 28, No. 3, 451-461 (2017). Reviewer: Rodica Luca (Iaşi) MSC: 35Q84 82B21 91D10 94A17 82C31 35Q31 PDF BibTeX XML Cite \textit{G. Toscani}, Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 28, No. 3, 451--461 (2017; Zbl 1378.35308) Full Text: DOI OpenURL
He, Siming; Tadmor, Eitan Global regularity of two-dimensional flocking hydrodynamics. (Régularité globale des dynamiques d’alignement bidimensionnel à l’échelle hydrodynamique.) (English. French summary) Zbl 1375.35563 C. R., Math., Acad. Sci. Paris 355, No. 7, 795-805 (2017). Reviewer: Rodica Luca (Iaşi) MSC: 35Q91 35D35 91B69 35Q31 35B65 PDF BibTeX XML Cite \textit{S. He} and \textit{E. Tadmor}, C. R., Math., Acad. Sci. Paris 355, No. 7, 795--805 (2017; Zbl 1375.35563) Full Text: DOI arXiv OpenURL
Mbaye, Cheikh; Pagès, Gilles; Vrins, Frédéric An antithetic approach of multilevel Richardson-Romberg extrapolation estimator for multidimensional SDEs. (English) Zbl 1368.65011 Dimov, Ivan (ed.) et al., Numerical analysis and its applications. 6th international conference, NAA 2016, Lozenetz, Bulgaria, June 15–22, 2016. Revised selected papers. Cham: Springer (ISBN 978-3-319-57098-3/pbk; 978-3-319-57099-0/ebook). Lecture Notes in Computer Science 10187, 482-491 (2017). MSC: 65C30 60H10 34F05 65C05 91G60 60H35 PDF BibTeX XML Cite \textit{C. Mbaye} et al., Lect. Notes Comput. Sci. 10187, 482--491 (2017; Zbl 1368.65011) Full Text: DOI OpenURL
Brida, Juan Gabriel; Cayssials, Gastón; Pereyra, Juan Sebastián The discrete-time Ramsey model with a decreasing population growth rate: stability and speed of convergence. (English) Zbl 1442.37116 Int. J. Dyn. Syst. Differ. Equ. 6, No. 3, 219-233 (2016). MSC: 37N40 39A60 91B62 PDF BibTeX XML Cite \textit{J. G. Brida} et al., Int. J. Dyn. Syst. Differ. Equ. 6, No. 3, 219--233 (2016; Zbl 1442.37116) Full Text: DOI OpenURL
Feng, Ling; Huang, Zhigang; Mao, Xuerong Mean percentage of returns for stock market linked savings accounts. (English) Zbl 1410.91494 Appl. Math. Comput. 273, 1130-1147 (2016). MSC: 91G80 91G60 PDF BibTeX XML Cite \textit{L. Feng} et al., Appl. Math. Comput. 273, 1130--1147 (2016; Zbl 1410.91494) Full Text: DOI Link OpenURL
Pagès, Gilles Convex order for path-dependent derivatives: a dynamic programming approach. (English) Zbl 1367.60044 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLVIII. Cham: Springer (ISBN 978-3-319-44464-2/pbk; 978-3-319-44465-9/ebook). Lecture Notes in Mathematics 2168. Séminaire de Probabilités, 33-96 (2016). MSC: 60G44 60J60 60H10 60J65 60G51 90C39 65C30 65D15 91G20 91G60 PDF BibTeX XML Cite \textit{G. Pagès}, Lect. Notes Math. 2168, 33--96 (2016; Zbl 1367.60044) Full Text: DOI arXiv OpenURL
Chassagneux, Jean-François; Jacquier, Antoine; Mihaylov, Ivo An explicit Euler scheme with strong rate of convergence for financial SDEs with non-Lipschitz coefficients. (English) Zbl 1355.60072 SIAM J. Financ. Math. 7, 993-1021 (2016). MSC: 60H10 60H35 65C30 65C05 91G60 91G80 PDF BibTeX XML Cite \textit{J.-F. Chassagneux} et al., SIAM J. Financ. Math. 7, 993--1021 (2016; Zbl 1355.60072) Full Text: DOI arXiv OpenURL
Liu, Weiyi; Li, Biwen; Fu, Chaojin Stability and bifurcation research on a class of discrete biological economic system. (Chinese. English summary) Zbl 1363.39021 J. Math., Wuhan Univ. 36, No. 4, 809-819 (2016). MSC: 39A28 39A30 39A12 34A09 91B76 PDF BibTeX XML Cite \textit{W. Liu} et al., J. Math., Wuhan Univ. 36, No. 4, 809--819 (2016; Zbl 1363.39021) OpenURL
Lv, Shuting; Zhang, Qimin Stability of the compensated backward Euler numerical solution of stochastic age-dependent capital system. (Chinese. English summary) Zbl 1374.91137 J. Henan Norm. Univ., Nat. Sci. 44, No. 3, 14-18, 84 (2016). MSC: 91G60 65M12 60H15 PDF BibTeX XML Cite \textit{S. Lv} and \textit{Q. Zhang}, J. Henan Norm. Univ., Nat. Sci. 44, No. 3, 14--18, 84 (2016; Zbl 1374.91137) Full Text: DOI OpenURL
Reisinger, Christoph; Cozma, Andrei Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process. (English) Zbl 1354.60078 Discrete Contin. Dyn. Syst., Ser. B 21, No. 10, 3359-3377 (2016). MSC: 60H35 60H10 65C30 91G60 91G80 PDF BibTeX XML Cite \textit{C. Reisinger} and \textit{A. Cozma}, Discrete Contin. Dyn. Syst., Ser. B 21, No. 10, 3359--3377 (2016; Zbl 1354.60078) Full Text: DOI arXiv OpenURL
Cardaliaguet, Pierre; Mészáros, Alpár R.; Santambrogio, Filippo First order mean field games with density constraints: pressure equals price. (English) Zbl 1356.35257 SIAM J. Control Optim. 54, No. 5, 2672-2709 (2016). Reviewer: Rodica Luca (Iaşi) MSC: 35Q91 35F21 49J45 49N70 76B75 76N10 90C46 91A07 PDF BibTeX XML Cite \textit{P. Cardaliaguet} et al., SIAM J. Control Optim. 54, No. 5, 2672--2709 (2016; Zbl 1356.35257) Full Text: DOI arXiv OpenURL
Pagès, Gilles; Sagna, Abass Recursive marginal quantization of the Euler scheme of a diffusion process. (English) Zbl 1396.91805 Appl. Math. Finance 22, No. 5-6, 463-498 (2015). MSC: 91G60 60H35 60J60 PDF BibTeX XML Cite \textit{G. Pagès} and \textit{A. Sagna}, Appl. Math. Finance 22, No. 5--6, 463--498 (2015; Zbl 1396.91805) Full Text: DOI arXiv OpenURL
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. (English) Zbl 1403.91346 Mod. Stoch., Theory Appl. 2, No. 4, 355-369 (2015). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91G20 91G60 60H35 60G44 60H10 PDF BibTeX XML Cite \textit{S. Kuchuk-Iatsenko} and \textit{Y. Mishura}, Mod. Stoch., Theory Appl. 2, No. 4, 355--369 (2015; Zbl 1403.91346) Full Text: DOI arXiv OpenURL
Lv, Shuting; Zhang, Qimin Almost sure exponential stability of the split-step backward Euler method for stochastic age-dependent capital system. (Chinese. English summary) Zbl 1349.65032 Math. Pract. Theory 45, No. 2, 294-301 (2015). MSC: 65C30 60H15 91G60 35R60 60H35 PDF BibTeX XML Cite \textit{S. Lv} and \textit{Q. Zhang}, Math. Pract. Theory 45, No. 2, 294--301 (2015; Zbl 1349.65032) OpenURL
Mao, Xuerong; Li, Xiaoyue Stochastic modelling in finance and Monte Carlo simulations with R. D: Stochastic differential equation model. (Chinese. English summary) Zbl 1349.91310 J. Nanjing Univ. Inf. Sci. Technol., Nat. Sci. 7, No. 4, 313-322 (2015). MSC: 91G60 65C05 65C30 91G30 PDF BibTeX XML Cite \textit{X. Mao} and \textit{X. Li}, J. Nanjing Univ. Inf. Sci. Technol., Nat. Sci. 7, No. 4, 313--322 (2015; Zbl 1349.91310) OpenURL
Higham, Desmond J. An introduction to multilevel Monte Carlo for option valuation. (English) Zbl 1335.91102 Int. J. Comput. Math. 92, No. 12, 2347-2360 (2015). MSC: 91G60 65C05 65C30 91G20 PDF BibTeX XML Cite \textit{D. J. Higham}, Int. J. Comput. Math. 92, No. 12, 2347--2360 (2015; Zbl 1335.91102) Full Text: DOI arXiv Link OpenURL
Sternemann, Wilhelm Compound interest as described by Jacob Bernoulli. (Die stetige Verzinsung bei Jakob Bernoulli.) (German) Zbl 1332.01014 Math. Semesterber. 62, No. 2, 159-172 (2015). Reviewer: Robert W. van der Waall (Huizen) MSC: 01A45 01A50 01A60 91-03 97M30 97I30 PDF BibTeX XML Cite \textit{W. Sternemann}, Math. Semesterber. 62, No. 2, 159--172 (2015; Zbl 1332.01014) Full Text: DOI OpenURL
Mickens, Ronald E.; Munyakazi, Justin; Washington, Talitha M. A note on the exact discretization for a Cauchy-Euler equation: application to the Black-Scholes equation. (English) Zbl 1326.65095 J. Difference Equ. Appl. 21, No. 7, 547-552 (2015). MSC: 65L12 34A30 65L05 65M06 35K20 35Q91 91G60 PDF BibTeX XML Cite \textit{R. E. Mickens} et al., J. Difference Equ. Appl. 21, No. 7, 547--552 (2015; Zbl 1326.65095) Full Text: DOI OpenURL
Josa-Fombellida, Ricardo; Rincón-Zapatero, Juan Pablo Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset. (English) Zbl 1356.91009 Econ. Theory 59, No. 1, 61-108 (2015). MSC: 91A15 91A23 91A40 91B62 91B76 93E20 PDF BibTeX XML Cite \textit{R. Josa-Fombellida} and \textit{J. P. Rincón-Zapatero}, Econ. Theory 59, No. 1, 61--108 (2015; Zbl 1356.91009) Full Text: DOI OpenURL
Altmayer, Martin; Neuenkirch, Andreas Multilevel Monte Carlo quadrature of discontinuous payoffs in the generalized Heston model using Malliavin integration by parts. (English) Zbl 1338.60168 SIAM J. Financ. Math. 6, 22-52 (2015). MSC: 60H30 60H05 60H07 60H35 60H10 65C05 65C30 91G60 91G80 PDF BibTeX XML Cite \textit{M. Altmayer} and \textit{A. Neuenkirch}, SIAM J. Financ. Math. 6, 22--52 (2015; Zbl 1338.60168) Full Text: DOI Link OpenURL
Zhang, Qimin; Liu, Yating; Li, Xining Strong convergence of split-step backward Euler method for stochastic age-dependent capital system with Markovian switching. (English) Zbl 1334.65018 Appl. Math. Comput. 235, 439-453 (2014). MSC: 65C30 60H15 60H35 91B62 PDF BibTeX XML Cite \textit{Q. Zhang} et al., Appl. Math. Comput. 235, 439--453 (2014; Zbl 1334.65018) Full Text: DOI OpenURL
Serfaty, Sylvia Lagrange and the calculus of variations. (English) Zbl 1332.49002 Lett. Mat., Int. Ed. 2, No. 1-2, 39-46 (2014). MSC: 49-03 01A70 91A50 01A55 PDF BibTeX XML Cite \textit{S. Serfaty}, Lett. Mat., Int. Ed. 2, No. 1--2, 39--46 (2014; Zbl 1332.49002) Full Text: DOI OpenURL
Dryl, Monika; Torres, Delfim F. M. A general delta-nabla calculus of variations on time scales with application to economics. (English) Zbl 1331.49032 Int. J. Dyn. Syst. Differ. Equ. 5, No. 1, 42-71 (2014). MSC: 49K21 26E70 91B38 PDF BibTeX XML Cite \textit{M. Dryl} and \textit{D. F. M. Torres}, Int. J. Dyn. Syst. Differ. Equ. 5, No. 1, 42--71 (2014; Zbl 1331.49032) Full Text: DOI arXiv OpenURL
Ilca, Maria; Popa, Dorian On approximate Cobb-Douglas production functions. (English) Zbl 1324.35004 Carpathian J. Math. 30, No. 1, 87-92 (2014). MSC: 35F05 35A35 39B82 91B38 PDF BibTeX XML Cite \textit{M. Ilca} and \textit{D. Popa}, Carpathian J. Math. 30, No. 1, 87--92 (2014; Zbl 1324.35004) OpenURL
Tanaka, Hideyuki; Yamada, Toshihiro Strong convergence for Euler-Maruyama and Milstein schemes with asymptotic method. (English) Zbl 1309.65010 Int. J. Theor. Appl. Finance 17, No. 2, Article ID 1450014, 22 p. (2014). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C30 65C05 65C50 91G60 60H35 PDF BibTeX XML Cite \textit{H. Tanaka} and \textit{T. Yamada}, Int. J. Theor. Appl. Finance 17, No. 2, Article ID 1450014, 22 p. (2014; Zbl 1309.65010) Full Text: DOI arXiv OpenURL
Hoel, Håkon; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. (English) Zbl 1284.65011 Monte Carlo Methods Appl. 20, No. 1, 1-41 (2014). MSC: 65C30 65C05 60H10 60H35 34F05 65Y20 91G60 PDF BibTeX XML Cite \textit{H. Hoel} et al., Monte Carlo Methods Appl. 20, No. 1, 1--41 (2014; Zbl 1284.65011) Full Text: DOI Link OpenURL
Aguirregabiria, Victor; Magesan, Arvind Euler equations for the estimation of dynamic discrete choice structural models. (English) Zbl 1452.91078 Choo, Eugene (ed.) et al., Structural econometric models. Bingley: Emerald. Adv. Econom. 31, 3-44 (2013). MSC: 91B06 35Q91 PDF BibTeX XML Cite \textit{V. Aguirregabiria} and \textit{A. Magesan}, Adv. Econom. 31, 3--44 (2013; Zbl 1452.91078) Full Text: DOI OpenURL
Aboulaich, R.; Baghery, F.; Jraifi, A. Option pricing for a stochastic volatility jump-diffusion model. (English) Zbl 1339.60092 Int. J. Math. Stat. 13, No. 1, 1-19 (2013). MSC: 60H35 60H10 60J60 60J75 60H30 60G51 65C30 65C05 65N30 91G80 91G60 35A15 PDF BibTeX XML Cite \textit{R. Aboulaich} et al., Int. J. Math. Stat. 13, No. 1, 1--19 (2013; Zbl 1339.60092) Full Text: Link OpenURL
Baduraliya, Chaminda H.; Mao, Xuerong The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model. (English) Zbl 1268.91128 Comput. Math. Appl. 64, No. 7, 2209-2223 (2012). MSC: 91B70 60H35 91G60 PDF BibTeX XML Cite \textit{C. H. Baduraliya} and \textit{X. Mao}, Comput. Math. Appl. 64, No. 7, 2209--2223 (2012; Zbl 1268.91128) Full Text: DOI OpenURL
Chigansky, Pavel; Klebaner, Fima C. The Euler-Maruyama approximation for the absorption time of the CEV diffusion. (English) Zbl 1248.60061 Discrete Contin. Dyn. Syst., Ser. B 17, No. 5, 1455-1471 (2012). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 60H35 60F17 91G60 PDF BibTeX XML Cite \textit{P. Chigansky} and \textit{F. C. Klebaner}, Discrete Contin. Dyn. Syst., Ser. B 17, No. 5, 1455--1471 (2012; Zbl 1248.60061) Full Text: DOI arXiv OpenURL
Jiang, Feng; Shen, Yi; Wu, Fuke Jump systems with the mean-reverting \(\gamma \)-process and convergence of the numerical approximation. (English) Zbl 1246.65015 Stoch. Dyn. 12, No. 2, 1150018, 15 p. (2012). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H35 60H10 91G60 34F05 65L05 65L20 PDF BibTeX XML Cite \textit{F. Jiang} et al., Stoch. Dyn. 12, No. 2, 1150018, 15 p. (2012; Zbl 1246.65015) Full Text: DOI OpenURL
Wang, Hui Monte Carlo simulation with applications to finance. (English) Zbl 1258.65005 Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-4398-5824-0/hbk). ix, 282 p. (2012). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 91G60 65C10 68U20 65C30 91B02 91B70 11K06 11K45 91B30 91G10 60H10 60H05 60H35 65-02 PDF BibTeX XML Cite \textit{H. Wang}, Monte Carlo simulation with applications to finance. Boca Raton, FL: CRC Press (2012; Zbl 1258.65005) OpenURL
Elshegmani, Zienab Ali; Ahmed, Rokiah Rozita; Jaaman, Saiful Hafiza; Zakaria, Roza Hazli Laplace and Fourier transforms on arithmetic Asian options. (English) Zbl 1399.91109 Int. Electron. J. Pure Appl. Math. 3, No. 2, 165-171 (2011). MSC: 91G20 91G80 44A10 42B10 35Q31 PDF BibTeX XML Cite \textit{Z. A. Elshegmani} et al., Int. Electron. J. Pure Appl. Math. 3, No. 2, 165--171 (2011; Zbl 1399.91109) Full Text: Link OpenURL
Zubchenko, V. P.; Mishura, Yu. S. Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure. (English. Russian original) Zbl 1235.60086 Ukr. Math. J. 63, No. 1, 49-73 (2011); translation from Ukr. Mat. Zh. 63, No. 1, 40-60 (2011). MSC: 60H35 65C30 91G80 PDF BibTeX XML Cite \textit{V. P. Zubchenko} and \textit{Yu. S. Mishura}, Ukr. Math. J. 63, No. 1, 49--73 (2011; Zbl 1235.60086); translation from Ukr. Mat. Zh. 63, No. 1, 40--60 (2011) Full Text: DOI OpenURL
Zhang, Chunsai; Hu, Liangjian Mean-reverting \(\theta\) process with time delay and the convergence of its numerical solution. (Chinese. English summary) Zbl 1240.34432 Math. Numer. Sin. 33, No. 2, 185-198 (2011). MSC: 34K60 91G30 34K28 34K50 60H35 65C30 PDF BibTeX XML Cite \textit{C. Zhang} and \textit{L. Hu}, Math. Numer. Sin. 33, No. 2, 185--198 (2011; Zbl 1240.34432) OpenURL
Jiang, Feng; Shen, Yi; Liu, Lei Numerical methods for a class of jump-diffusion systems with random magnitudes. (English) Zbl 1221.65017 Commun. Nonlinear Sci. Numer. Simul. 16, No. 7, 2720-2729 (2011). MSC: 65C30 60J75 91G80 PDF BibTeX XML Cite \textit{F. Jiang} et al., Commun. Nonlinear Sci. Numer. Simul. 16, No. 7, 2720--2729 (2011; Zbl 1221.65017) Full Text: DOI OpenURL
Szpruch, Lukasz; Mao, Xuerong; Higham, Desmond J.; Pan, Jiazhu Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model. (English) Zbl 1230.65011 BIT 51, No. 2, 405-425 (2011). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 60H10 60H35 34F05 65C05 91G30 91G60 PDF BibTeX XML Cite \textit{L. Szpruch} et al., BIT 51, No. 2, 405--425 (2011; Zbl 1230.65011) Full Text: DOI OpenURL
Abramov, Vyacheslav M.; Klebaner, Fima C.; Lipster, Robert Sh. The Euler-Maruyama approximations for the CEV model. (English) Zbl 1230.65005 Discrete Contin. Dyn. Syst., Ser. B 16, No. 1, 1-14 (2011). Reviewer: Gong Guanglu (Beijing) MSC: 65C30 60H20 60H35 91G60 45R05 91B30 PDF BibTeX XML Cite \textit{V. M. Abramov} et al., Discrete Contin. Dyn. Syst., Ser. B 16, No. 1, 1--14 (2011; Zbl 1230.65005) Full Text: DOI arXiv OpenURL
Atkinson, Scott E.; Cornwell, Christopher Estimation of allocative inefficiency and productivity growth with dynamic adjustment costs. (English) Zbl 1210.91099 Econ. Rev. 30, No. 3, 337-357 (2011). MSC: 91B82 62P20 PDF BibTeX XML Cite \textit{S. E. Atkinson} and \textit{C. Cornwell}, Econom. Rev. 30, No. 3, 337--357 (2011; Zbl 1210.91099) Full Text: DOI OpenURL
Qin, Song-Tao; Ge, Yang A novel approach to Markowitz portfolio model without using Lagrange multipliers. (English) Zbl 1401.91594 Int. J. Nonlinear Sci. Numer. Simul. 11, No. Supplement, 331-334 (2010). MSC: 91G80 91G10 35Q31 35Q91 PDF BibTeX XML Cite \textit{S.-T. Qin} and \textit{Y. Ge}, Int. J. Nonlinear Sci. Numer. Simul. 11, No. Supplement, 331--334 (2010; Zbl 1401.91594) Full Text: DOI OpenURL
Nyström, Kaj; Önskog, Thomas Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations. (English) Zbl 1231.91479 J. Comput. Appl. Math. 235, No. 3, 563-592 (2010). MSC: 91G60 91G20 65C30 65C05 PDF BibTeX XML Cite \textit{K. Nyström} and \textit{T. Önskog}, J. Comput. Appl. Math. 235, No. 3, 563--592 (2010; Zbl 1231.91479) Full Text: DOI OpenURL
Nochetto, Ricardo H.; von Petersdorff, Tobias; Zhang, Chen-Song A posteriori error analysis for a class of integral equations and variational inequalities. (English) Zbl 1202.65085 Numer. Math. 116, No. 3, 519-552 (2010). Reviewer: Jan Lovíšek (Bratislava) MSC: 65K15 65R20 91G10 91G60 65N38 45P05 65R30 35K15 65M15 PDF BibTeX XML Cite \textit{R. H. Nochetto} et al., Numer. Math. 116, No. 3, 519--552 (2010; Zbl 1202.65085) Full Text: DOI Link OpenURL
Marxen, Henning The multilevel Monte Carlo method used on a Lévy driven SDE. (English) Zbl 1197.65012 Monte Carlo Methods Appl. 16, No. 2, 167-190 (2010). MSC: 65C30 65C05 60G51 60H35 91G60 PDF BibTeX XML Cite \textit{H. Marxen}, Monte Carlo Methods Appl. 16, No. 2, 167--190 (2010; Zbl 1197.65012) Full Text: DOI OpenURL
Giles, Michael B.; Higham, Desmond J.; Mao, Xuerong Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff. (English) Zbl 1199.65008 Finance Stoch. 13, No. 3, 403-413 (2009). Reviewer: Yuliya Mishura (Kyïv) MSC: 65C30 65C05 60H10 60H35 91G60 65L20 65L70 PDF BibTeX XML Cite \textit{M. B. Giles} et al., Finance Stoch. 13, No. 3, 403--413 (2009; Zbl 1199.65008) Full Text: DOI OpenURL
Boleantu, Mihai Fractional dynamical systems and applications in economy. (English) Zbl 1154.37386 Differ. Geom. Dyn. Syst. 10, 62-70 (2008). MSC: 37N40 91B99 26A33 70H05 58A05 PDF BibTeX XML Cite \textit{M. Boleantu}, Differ. Geom. Dyn. Syst. 10, 62--70 (2008; Zbl 1154.37386) OpenURL
Wu, Fuke; Mao, Xuerong; Chen, Kan A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations. (English) Zbl 1158.60033 J. Math. Anal. Appl. 348, No. 1, 540-554 (2008). Reviewer: Athanasios Yannacopoulos (Athens) MSC: 60H35 60H10 91B28 PDF BibTeX XML Cite \textit{F. Wu} et al., J. Math. Anal. Appl. 348, No. 1, 540--554 (2008; Zbl 1158.60033) Full Text: DOI OpenURL
Chalmers, Graeme D.; Higham, Desmond J. Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes. (English) Zbl 1148.65005 Discrete Contin. Dyn. Syst., Ser. B 9, No. 1, 47-64 (2008). Reviewer: Jialin Hong (Beijing) MSC: 65C30 60H10 60H35 34F05 65L06 91G60 65L20 PDF BibTeX XML Cite \textit{G. D. Chalmers} and \textit{D. J. Higham}, Discrete Contin. Dyn. Syst., Ser. B 9, No. 1, 47--64 (2008; Zbl 1148.65005) OpenURL
Sun, Guang-Zhen An economic approach to some classical theorems in optimization theory. (English) Zbl 1147.49016 Optim. Lett. 2, No. 2, 281-286 (2008). MSC: 49K15 91B64 PDF BibTeX XML Cite \textit{G.-Z. Sun}, Optim. Lett. 2, No. 2, 281--286 (2008; Zbl 1147.49016) Full Text: DOI Link OpenURL
Samassi, Lassana; Tahraoui, Rabah How to state necessary optimality conditions for control problems with deviating arguments? (English) Zbl 1133.49002 ESAIM, Control Optim. Calc. Var. 14, No. 2, 381-409 (2008). MSC: 49J15 49J22 49J25 49J45 49K15 49K25 49K22 34K35 47E05 91B26 91B28 93C15 PDF BibTeX XML Cite \textit{L. Samassi} and \textit{R. Tahraoui}, ESAIM, Control Optim. Calc. Var. 14, No. 2, 381--409 (2008; Zbl 1133.49002) Full Text: DOI EuDML OpenURL
Łebek, Daniel; Szajowski, Krzysztof Optimal strategies in high risk investments. (English) Zbl 1219.91128 Bull. Belg. Math. Soc. - Simon Stevin 14, No. 1, 143-155 (2007). MSC: 91G10 60G40 62E10 62P05 PDF BibTeX XML Cite \textit{D. Łebek} and \textit{K. Szajowski}, Bull. Belg. Math. Soc. - Simon Stevin 14, No. 1, 143--155 (2007; Zbl 1219.91128) Full Text: Euclid OpenURL
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. (English) Zbl 1147.60320 J. Appl. Math. Stochastic Anal. 2006, Article ID 80967, 20 p. (2006). MSC: 60H30 60H10 91B28 PDF BibTeX XML Cite \textit{X. Mao} et al., J. Appl. Math. Stochastic Anal. 2006, Article ID 80967, 20 p. (2006; Zbl 1147.60320) Full Text: DOI EuDML OpenURL
Kanagawa, S.; Arimoto, A.; Saisho, Y. Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance. (English) Zbl 1224.91181 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 63, No. 5-7, e2209-e2222 (2005). MSC: 91G60 60G50 60H10 65C30 PDF BibTeX XML Cite \textit{S. Kanagawa} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 63, No. 5--7, e2209--e2222 (2005; Zbl 1224.91181) Full Text: DOI OpenURL
Kebaier, Ahmed Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing. (English) Zbl 1099.65011 Ann. Appl. Probab. 15, No. 4, 2681-2705 (2005). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C30 65C05 62P05 60H10 60H35 60F05 91G20 91G60 65L70 65L06 34F05 PDF BibTeX XML Cite \textit{A. Kebaier}, Ann. Appl. Probab. 15, No. 4, 2681--2705 (2005; Zbl 1099.65011) Full Text: DOI arXiv OpenURL
Pagès, Gilles; Pham, Huyên; Printems, Jacques An optimal Markovian quantization algorithm for multi-dimensional stochastic control problems. (English) Zbl 1111.65006 Stoch. Dyn. 4, No. 4, 501-545 (2004). Reviewer: Henri Schurz (Carbondale) MSC: 65C30 60H10 60H35 65C20 90C39 91G60 93E20 93E35 PDF BibTeX XML Cite \textit{G. Pagès} et al., Stoch. Dyn. 4, No. 4, 501--545 (2004; Zbl 1111.65006) Full Text: DOI OpenURL
Kazmerchuk, Y. I.; Wu, J. H. Stochastic state-dependent delay differential equations with applications in finance. (English) Zbl 1067.34086 Funct. Differ. Equ. 11, No. 1-2, 77-86 (2004). Reviewer: Henri Schurz (Carbondale) MSC: 34K50 34F05 37H10 60H10 60H30 65C20 65C30 65Pxx 91B24 91B28 91B70 91B62 PDF BibTeX XML Cite \textit{Y. I. Kazmerchuk} and \textit{J. H. Wu}, Funct. Differ. Equ. 11, No. 1--2, 77--86 (2004; Zbl 1067.34086) OpenURL
Fujiwara, Fumiyo; Mimura, Fumitake; Nôno, Takayuki Conservation laws and optimal paths in a growth model with utility polynomial. (English) Zbl 1118.49015 Tensor, New Ser. 63, No. 1, 33-42 (2002). MSC: 49K15 49N90 91B62 PDF BibTeX XML Cite \textit{F. Fujiwara} et al., Tensor, New Ser. 63, No. 1, 33--42 (2002; Zbl 1118.49015) OpenURL
Christiano, Lawrence J. Solving dynamic equilibrium models by a method of undetermined coefficients. (English) Zbl 1019.93009 Comput. Econ. 20, No. 1-2, 21-55 (2002). Reviewer: Klaus Ehemann (Karlsruhe) MSC: 93B18 93C55 93A30 91B02 PDF BibTeX XML Cite \textit{L. J. Christiano}, Comput. Econ. 20, No. 1--2, 21--55 (2002; Zbl 1019.93009) Full Text: DOI OpenURL
Zhikhalkina, N. F.; Fajzullin, R. T. Minimization problem for transportation costs for petroleum products. (Russian) Zbl 1023.91507 Sib. Zh. Ind. Mat. 5, No. 1, 63-73 (2002). MSC: 91B74 49J15 PDF BibTeX XML Cite \textit{N. F. Zhikhalkina} and \textit{R. T. Fajzullin}, Sib. Zh. Ind. Mat. 5, No. 1, 63--73 (2002; Zbl 1023.91507) OpenURL
Eitrheim, Øyvind; Jansen, Eilev S.; Nymoen, Ragnar Progress from forecast failure – the Norwegian consumption function. (English) Zbl 1010.91512 Econom. J. 5, No. 1, 40-64 (2002). MSC: 91B42 91B28 PDF BibTeX XML Cite \textit{Ø. Eitrheim} et al., Econom. J. 5, No. 1, 40--64 (2002; Zbl 1010.91512) Full Text: DOI OpenURL
Marion, Glenn; Mao, Xuerong; Renshaw, Eric Convergence of the Euler scheme for a class of stochastic differential equations. (English) Zbl 0987.60068 Int. Math. J. 1, No. 1, 9-22 (2002). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H10 60H05 65C30 91B70 PDF BibTeX XML Cite \textit{G. Marion} et al., Int. Math. J. 1, No. 1, 9--22 (2002; Zbl 0987.60068) OpenURL
Costantini, C. A simple variance reduction method with applications to finance and queueing theory. (English) Zbl 1013.65005 Monte Carlo Methods Appl. 7, No. 1-2, 131-139 (2001). Reviewer: Wolfgang zu Castell (Neuherberg) MSC: 65C30 60H10 60H35 60K25 91G60 PDF BibTeX XML Cite \textit{C. Costantini}, Monte Carlo Methods Appl. 7, No. 1--2, 131--139 (2001; Zbl 1013.65005) Full Text: DOI OpenURL
Santos, Manuel S. Accuracy of numerical solutions using the Euler equation residuals. (English) Zbl 1020.91010 Econometrica 68, No. 6, 1377-1402 (2000). MSC: 91B02 49M25 65J20 65K10 PDF BibTeX XML Cite \textit{M. S. Santos}, Econometrica 68, No. 6, 1377--1402 (2000; Zbl 1020.91010) Full Text: DOI OpenURL
Fleissig, Adrian R.; Gallant, A. Ronald; Seater, John J. Separability, aggregation, and Euler equation estimation. (English) Zbl 1038.91520 Macroecon. Dyn. 4, No. 4, 547-572 (2000). MSC: 91B16 91B30 PDF BibTeX XML Cite \textit{A. R. Fleissig} et al., Macroecon. Dyn. 4, No. 4, 547--572 (2000; Zbl 1038.91520) Full Text: DOI OpenURL
Fujiwara, Fumiyo; Mimura, Fumitake; Nôno, Takayuki New derivation of conservation laws and its application to more general neoclassical optimal growth models. (English) Zbl 1084.91041 Tensor, New Ser. 60, No. 1, 63-73 (1998). Reviewer: Emil Panek (Poznań) MSC: 91B62 PDF BibTeX XML Cite \textit{F. Fujiwara} et al., Tensor, New Ser. 60, No. 1, 63--73 (1998; Zbl 1084.91041) OpenURL
Joshi, Sumit Recursive utility, martingales, and the asymptotic behaviour of optimal processes. (English) Zbl 0879.90044 J. Econ. Dyn. Control 21, No. 2-3, 505-523 (1997). MSC: 91B62 PDF BibTeX XML Cite \textit{S. Joshi}, J. Econ. Dyn. Control 21, No. 2--3, 505--523 (1997; Zbl 0879.90044) Full Text: DOI OpenURL
Sengupta, Jati K.; Fanchon, Phillip Control theory methods in economics. (English) Zbl 0908.93001 Dordrecht: Kluwer Academic Publishers. 258 p. Dfl 220.00; $ 119.95; £85.25 (1997). Reviewer: Anatoly Swishchuk (Kyïv) MSC: 93-02 90-02 93E20 93E11 91B62 PDF BibTeX XML Cite \textit{J. K. Sengupta} and \textit{P. Fanchon}, Control theory methods in economics. Dordrecht: Kluwer Academic Publishers (1997; Zbl 0908.93001) OpenURL
Mimura, Fumitake; Nôno, Takayuki A method for the derivation of new conservation laws in economic growth models. (English) Zbl 1043.91515 Bull. Kyushu Inst. Technol., Math. Nat. Sci. 44, 7-22 (1997). MSC: 91B62 37N40 PDF BibTeX XML Cite \textit{F. Mimura} and \textit{T. Nôno}, Bull. Kyushu Inst. Technol., Math. Nat. Sci. 44, 7--22 (1997; Zbl 1043.91515) OpenURL
Venditti, A. Endogenous cycles with small discounting in multisector optimal growth models: Continuous-time case. (English) Zbl 0842.90017 J. Optimization Theory Appl. 88, No. 2, 453-474 (1996). MSC: 91B62 PDF BibTeX XML Cite \textit{A. Venditti}, J. Optim. Theory Appl. 88, No. 2, 453--474 (1996; Zbl 0842.90017) Full Text: DOI OpenURL
Blot, J.; Michel, P. First-order necessary conditions for infinite-horizon variational problems. (English) Zbl 0843.49014 J. Optimization Theory Appl. 88, No. 2, 339-364 (1996). MSC: 49K15 91B62 PDF BibTeX XML Cite \textit{J. Blot} and \textit{P. Michel}, J. Optim. Theory Appl. 88, No. 2, 339--364 (1996; Zbl 0843.49014) Full Text: DOI OpenURL
Oliner, Stephen D.; Rudebusch, Glenn D.; Sichel, Daniel The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment. (English) Zbl 0834.62107 J. Econom. 70, No. 1, 291-316 (1996). MSC: 62P20 91B28 PDF BibTeX XML Cite \textit{S. D. Oliner} et al., J. Econom. 70, No. 1, 291--316 (1996; Zbl 0834.62107) Full Text: DOI OpenURL
Sikora, Martin A.; Drakunov, Sergey V.; Cruz, Jose B. jun. A sliding mode based leader-follower strategy for multi-level hierarchies. (English) Zbl 0878.93002 Agarwal, R. P. (ed.), Recent trends in optimization theory and applications. Singapore: World Scientific. World Sci. Ser. Appl. Anal. 5, 393-408 (1995). Reviewer: M.I.Krastanov (Sofia) MSC: 93A13 91B14 93B12 PDF BibTeX XML Cite \textit{M. A. Sikora} et al., in: Recent trends in optimization theory and applications. Singapore: World Scientific. 393--408 (1995; Zbl 0878.93002) OpenURL
İmrohoroǧlu, Selahattin A recursive forward simulation method for solving nonlinear rational expectations models. (English) Zbl 0875.90094 J. Econ. Dyn. Control 18, No. 6, 1051-1068 (1994). MSC: 91B62 65C20 PDF BibTeX XML Cite \textit{S. İmrohoroǧlu}, J. Econ. Dyn. Control 18, No. 6, 1051--1068 (1994; Zbl 0875.90094) Full Text: DOI OpenURL
Cartigny, Pierre; Venditti, Alain Turnpike theory. (English) Zbl 0875.90093 J. Econ. Dyn. Control 18, No. 5, 957-974 (1994). MSC: 91B62 58E17 93D15 PDF BibTeX XML Cite \textit{P. Cartigny} and \textit{A. Venditti}, J. Econ. Dyn. Control 18, No. 5, 957--974 (1994; Zbl 0875.90093) Full Text: DOI OpenURL
İmrohoroǧlu, Selahattin A recursive forward simulation method for solving nonlinear rational expectations models. (English) Zbl 0817.90014 J. Econ. Dyn. Control 18, No. 6, 1051-1068 (1994). MSC: 91B62 93E20 PDF BibTeX XML Cite \textit{S. İmrohoroǧlu}, J. Econ. Dyn. Control 18, No. 6, 1051--1068 (1994; Zbl 0817.90014) Full Text: DOI OpenURL
Palm, Franz C.; Pfann, Gerard A. Empirical analysis of optimal firm behaviour: Asymmetric adjustment in labour and capital demand in the manufacturing sector in the Netherlands and the U.K. (English) Zbl 0824.90036 Schneeweiß, Hans (ed.) et al., Studies in applied econometrics. Papers presented at two international workshops held at the University of Munich, Germany, July 6-7, 1989. Heidelberg: Physica-Verlag. Contributions to Economics. 182-213 (1993). Reviewer: F.C.Palm (Maastricht) MSC: 91B84 62P20 91B62 PDF BibTeX XML Cite \textit{F. C. Palm} and \textit{G. A. Pfann}, in: Studies in applied econometrics. Papers presented at two international workshops held at the University of Munich, Germany, July 6-7, 1989. Heidelberg: Physica-Verlag. 182--213 (1993; Zbl 0824.90036) OpenURL
Dana, Rose-Anne; Cuong Le Van Optimal growth and Pareto optimality. (English) Zbl 0729.90019 J. Math. Econ. 20, No. 2, 155-180 (1991). Reviewer: E.Panek (Poznań) MSC: 91B62 91B50 91B66 PDF BibTeX XML Cite \textit{R.-A. Dana} and \textit{Cuong Le Van}, J. Math. Econ. 20, No. 2, 155--180 (1991; Zbl 0729.90019) Full Text: DOI OpenURL
Bordley, Robert F. Satiation and habit persistence (or the Dieter’s dilemma). (English) Zbl 0598.90013 J. Econ. Theory 38, 178-184 (1986). MSC: 91B16 91B62 PDF BibTeX XML Cite \textit{R. F. Bordley}, J. Econ. Theory 38, 178--184 (1986; Zbl 0598.90013) Full Text: DOI OpenURL