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Why Development Levels Differ: The Sources of Differential Economic Growth in a Panel of High and Low Income Countries
Differential Economic Growth Levels Differ
2015/9/21
Average income per capita in the countries of the OECD was more than 20 times
larger in 2000 than that of the poorest developing countries. Two general explanations have been
offered to account fo...
A Convergence Theorem for Competitive Bidding with Differential Information
Convergence Theorem Competitive Bidding Differential Information
2015/7/21
A Convergence Theorem for Competitive Bidding with Differential Information.
Automatic discovery of the regression model by the means of grammatical and differential evolution
context-free grammar evolutionary methods genetic algorithm sum of squared error
2014/12/18
In the contribution, there is discussed the usage of the method based on the grammatical and differential evolution for the automatic discovery of regression models for discrete datasets. The combinat...
Social Trust and Differential Reactions of Local and Foreign Investors to Public News
Social Trust Differential Reactions of Local
2014/3/18
This study uses the segmented dual-class shares of Chinese firms---A shares
traded inside mainland China by local investors and H shares traded in Hong
Kong by foreign investors---to analyze the d...
This study uses survey data collected from five large cities in China to describe and decompose the earnings difference between female and male workers. The results indicate that the main source of lo...
Optimal simulation schemes for Levy driven stochastic differential equations
Levy-driven stochastic differential equations high order discretization schemes weak approximation regular variation
2012/4/28
We consider a general class of high order weak approximation schemes for stochastic differential equations driven by L\'evy processes with infinite activity. These schemes combine a compound Poisson a...
A Quasi-Sure Approach to the Control of Non-Markovian Stochastic Differential Equations
Stochastic optimal control non-Markovian SDE second order BSDE G-expectation random G-expectation volatility uncertainty risk measure
2011/7/5
We study stochastic differential equations (SDEs) whose drift and
diffusion coefficients are path-dependent and controlled. We construct
a value process on the canonical path space, considered simul...
Information Theoretic Limits on Learning Stochastic Differential Equations
drift high dimensional vector interaction coefficients
2011/3/31
Consider the problem of learning the drift coefficient of a stochastic differential equation from a sample path. In this paper, we assume that the drift is parametrized by a high dimensional vector.
Applications of time-delayed backward stochastic differential equations to pricing, hedging and management of financial and insurance risks
backward stochastic differential equations participating contracts
2010/10/20
In this paper we investigate novel applications of a new class of equations which we call time-delayed backward stochastic differential equations. Time-delayed BSDEs may arise when we want to find a ...
Picard approximation of stochastic differential equations and application to LIBOR models
Picard approximation stochastic differential equations application LIBOR models
2010/10/21
The aim of this work is to provide fast and accurate approximation schemes for the Monte Carlo pricing of derivatives in LIBOR market models. Standard methods can be applied to solve the stochastic di...
Forecast of demand through the differential description of their effects
demand prediction firm dynamics competitors influence customers influence substitutes influence and parameters of influence utility.
2014/4/2
This demand planning method is based on the Porter’s competitive influences of the brand. Concretely, it is based on the deterministic formulation of some particular factors which are influencing the ...
《Handbook of Game Theory with Economic Applications》Chapter 23 Differential games — Economic applications
Handbook of Game Theory with Economic Applications Differential games Economic applications
2009/4/3
《Handbook of Game Theory with Economic Applications》Chapter 23 Differential games — Economic applications。
《Handbook of Game Theory with Economic Applications》Chapter 22 Differential games
Handbook of Game Theory with Economic Applications Differential games
2009/4/3
《Handbook of Game Theory with Economic Applications》Chapter 22 Differential games。
Strong Taylor approximation of stochastic differential equations and application to the Lévy LIBOR model
LIBOR models stochastic differential equations L´ evy pro-cesses perturbation Taylor approximation caps, swaptions
2010/11/1
In this article we develop a method for the strong approx-imation of stochastic differential equations (SDEs) driven by L´evy pro-cesses or general semimartingales. The main ingredients of our m...
Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule
stochastic differential equations non linear dynamic pricing rule
2010/12/13
In that paper, we provide a new characterization of the solutions of specific reflected backward stochastic differential equations (or RBSDEs) whose driver $g$ is convex and has quadratic growth in i...