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Group by: Creators | Item Type
Jump to: A | B | C | D | E | F | G | K | P | S | T
Number of items at this level: 14.

A

Alpern, Steven (2011) Find-and-fetch search on a tree. Operations Research, 59 (5). pp. 1258-1268. ISSN 0030-364X

Alpern, Steven, Morton, Alec and Papadaki, Katerina (2011) Patrolling games. Operations Research, 59 (5). pp. 1246-1257. ISSN 0030-364X

B

Baigent, Nicholas (2010) Topological theories of social choice. In: Arrow, Kenneth, Sen, A. K. and Suzumura, Kotaro, (eds.) Handbook of Social Choice and Welfare. Handbooks in Economics. Elsevier, London, UK, pp. 301-334. ISBN 9780444508942

Barrieu, Pauline and El Karoui, Nicole (2004) Optimal risk transfer. Finance, 25. pp. 31-47. ISSN 0752-6180

C

Chesney, Marc, Taschini, Luca and Wang, Mei (2011) Regulated and non-regulated companies, technology adoption in experimental markets for emission permits, and options contracts. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment working papers (41). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.

D

Dassios, Angelos, Jang, Jiwook and Zhao, Hongbiao (2019) A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance. Risks, 7 (4). ISSN 2227-9091

E

Ekmekci, Mehmet, Gossner, Olivier and Wilson, Andrea (2012) Impermanent types and permanent reputations. Journal of Economic Theory, 147 (1). pp. 162-178. ISSN 1095-7235

F

Flaminio, Tommaso, Godo, Lluis and Hosni, Hykel (2014) On the logical structure of de Finetti's notion of event. Journal of Applied Logic, 12 (3). pp. 279-301. ISSN 1570-8683

G

Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2020) Compound poisson models for weighted networks with applications in finance. Mathematics and Financial Economics. ISSN 1862-9679

K

Komarova, Tatiana (2013) A new approach to identifying generalized competing risks models with application to second-price auctions. Quantitative Economics, 4 (2). pp. 269-328. ISSN 1759-7323

P

Phelan, C. E., Marazzina, D. and Germano, G. (2020) Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities. Quantitative Finance, 20 (6). 899 - 918. ISSN 1469-7688

S

Segoviano, Miguel A. and Goodhart, Charles (2009) Banking stability measures. Discussion paper (627). Financial Markets Group, London School of Economics and Political Science, London, UK.

Skokan, Jozef and Stein, M. (2014) Cycles are strongly Ramsey-unsaturated. Combinatorics, Probability and Computing, 23 (04). pp. 607-630. ISSN 0963-5483

T

Taschini, Luca, Chesney, Marc and Wang, Mei (2014) Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies. Journal of Regulatory Economics, 46 (1). pp. 23-50. ISSN 0922-680X

This list was generated on Tue Sep 29 05:36:03 2020 BST.