Browse by JEL codes

Article

Dassios, Angelos ORCID: 0000-0002-3968-2366, Jang, Jiwook and Zhao, Hongbiao (2015) A risk model with renewal shot-noise Cox process. Insurance: Mathematics and Economics, 65. pp. 55-65. ISSN 0167-6687

Lillo, Fabrizio, Livieri, Giulia ORCID: 0000-0002-3777-7329, Marmi, Stefano, Solomko, Anton and Vaienti, Sandro (2023) Analysis of bank leverage via dynamical systems and deep neural networks. SIAM Journal on Financial Mathematics, 14 (2). 598 - 643. ISSN 1945-497X

Morton, Alec, Thomas, Ranjeeta ORCID: 0000-0002-0947-4574 and Smith, Peter C. (2016) Decision rules for allocation of finances to health systems strengthening. Journal of Health Economics, 49. 97 - 108. ISSN 0167-6296

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

Salas Rojo, Pedro ORCID: 0000-0002-8763-8909 and Rodríguez, Juan Gabriel (2022) Inheritances and wealth inequality: a machine learning approach. Journal of Economic Inequality, 20 (1). pp. 27-51. ISSN 1569-1721

Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 and Aldasoro, Iñaki (2024) Systemic risk in markets with multiple central counterparties. Mathematical Finance. ISSN 0960-1627

Monograph

Barrieu, Pauline ORCID: 0000-0001-9473-263X and Desgagne, Bernard Sinclair (2009) Economic policy when models disagree. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment (4). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.

Camacho, Carmen and Sun, Yu (2019) Longterm decision making under the threat of earthquakes? Systemic Risk Centre Discussion Papers (91). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Grüll, Georg and Taschini, Luca ORCID: 0000-0001-5355-1736 (2010) Cap-and-trade properties under different hybrid scheme designs. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment (26). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.

Perets, Gadi S. and Yashiv, Eran (2015) The fundamental nature of HARA utility. CFM discussion paper series (CFM-DP2015-22). Centre For Macroeconomics, London, UK.

Taschini, Luca ORCID: 0000-0001-5355-1736 (2010) Environmental economics and modeling marketable permits. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment (25). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.