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DateTitle Authors
2009 ARGEMmy: An intermediate DSGE model calibrated/estimated for Argentina: two policy rules are often better than oneEscudé, Guillermo
1998 Finite Element Modelling of Exotic OptionsTopper, Jürgen
2005 On core membership testing for hedonic coalition formation gamesSung, Shao Chin / Dimitrov, Dinko
2010 Modelos de Equilibrio General Dinámico y Estocástico (EGDE): Una introducciónEscudé, Guillermo J.
2007 Solving linear rational expectations models with lagged expectations quickly and easilyMeyer-Gohde, Alexander
2008 Using chebyshev polynomials to approximate partial differential equationsCaporale, Guglielmo Maria / Cerrato, Mario
2008 Generalized quadratic revenue functionsChambers, Robert G. / Färe, Rolf / Grosskopf, Shawna
2013 When do jumps matter for portfolio optimization?Ascheberg, Marius / Branger, Nicole / Kraft, Holger
2001 A new approach to the derivation of asset price boundsLongarela, Iñaki R.
2001 A method to generate multivariate data with moments arbitrary close to the desired momentsLyhagen, Johan

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