Up a level |

- Journal of Economic Literature Classification (38)
- C - Mathematical and Quantitative Methods (38)
- C6 - Mathematical Methods and Programming (38)
**C61 - Optimization Techniques; Programming Models; Dynamic Analysis**(38)

- C6 - Mathematical Methods and Programming (38)

- C - Mathematical and Quantitative Methods (38)

Group by: Creators | Item Type

Number of items at this level: **38**.

Allen, Peter, Böttcher, Julia, Hàn, Hiệp, Kohayakawa, Yoshiharu and Person, Yury
(2014)
*Powers of hamilton cycles in pseudorandom graphs.*
LATIN 2014: Theoretical Informatics, 8392 (30).
pp. 355-366.
ISSN 1611-3349

Antoci, Angelo, Delfino, Alexia, Paglieri, Fabio, Panebianco, Fabrizio and Sabatini, Fabio
(2016)
*Civility vs. incivility in online social interactions: an evolutionary approach.*
PLOS ONE, 11 (11).
e0164286.
ISSN 1932-6203

Bar-Isaac, Heski
(2001)
*Self-confidence and survival.*
TE (428).
Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Basak, Suleyman and Chabakauri, Georgy
(2012)
*Dynamic hedging in incomplete markets: a simple solution.*
Review of Financial Studies, 25 (6).
pp. 1845-1896.
ISSN 0893-9454

Basak, Suleyman and Chabakauri, Georgy
(2010)
*Dynamic mean-variance asset allocation.*
Review of Financial Studies, 23 (8).
pp. 2970-3016.
ISSN 0893-9454

Burchardt, Tania
(2014)
*Deliberative research as a tool to make value judgements.*
Qualitative Research, 14 (3).
pp. 353-370.
ISSN 1468-7941

Chadha, Jagjit and Newby, Elisa
(2012)
*'Midas, transmuting all, into paper': the Bank of England and the Banque de France during the Napoleonic Wars.*
In: Modern and Comparative Seminar, 2012-05-03.
(Submitted)

Cvitanić, Jakŝa and Xing, Hao
(2018)
*Asset pricing under optimal contracts.*
Journal of Economic Theory, 173.
pp. 142-180.
ISSN 1095-7235

Czichowsky, Christoph
(2013)
*Time-consistent mean-variance portfolio selection in discrete and continuous time.*
Finance and Stochastics, 17 (2).
pp. 227-271.
ISSN 0949-2984

Czichowsky, Christoph, Muhle-Karbe, Johannes and Schachermayer, Walter
(2013)
*Transaction costs and shadow prices in discrete time.*
.
The London School of Economics and Political Science, Department of Mathematics, London, UK.

Czichowsky, Christoph and Schachermayer, Walter
(2016)
*Duality theory for portfolio optimisation under transaction costs.*
Annals of Applied Probability, 26 (3).
pp. 1888-1941.
ISSN 1050-5164

Czichowsky, Christoph and Schachermayer, Walter
(2017)
*Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion.*
Annals of Applied Probability, 27 (3).
pp. 1414-1451.
ISSN 1050-5164

Czichowsky, Christoph, Schachermayer, Walter and Yang, Junjian
(2017)
*Shadow prices for continuous processes.*
Mathematical Finance, 27 (3).
pp. 623-658.
ISSN 0960-1627

Czichowsky, Christoph Johannes, Peyre, Rémi, Schachermayer, Walter and Yang, Junjian
(2018)
*Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs.*
Finance and Stochastics, 22 (1).
ISSN 0949-2984

Décamps, Jean-Paul, Mariotti, Thomas and Villeneuve, Stephane
(2003)
*Investment timing under incomplete information.*
TE (444).
Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Foldes, Lucien
(2000)
*Valuation and Martingale properties of shadow prices.*
.
Financial Markets Group, London School of Economics and Political Science, London, UK.

Foldes, Lucien
(2000)
*Valuation and martingale properties of shadow prices: an exposition.*
Journal of Economic Dynamics and Control, 24 (11-12).
pp. 1641-1701.
ISSN 0165-1889

Grüll, Georg and Taschini, Luca
(2010)
*A comparison of reduced-form permit price models and their empirical performances.*
Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment (33).
Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.

Hajivassiliou, Vassilis and Ioannides, Yannis
(1996)
*Duality and liquidity constraints under uncertainty.*
Journal of Economic Dynamics and Control, 20 (6-7).
pp. 1177-1192.
ISSN 0165-1889

Horsley, Anthony and Wrobel, Andrew J.
(2005)
*Characterizations of long-run producer optima and the short-run approach to long-run market equilibrium: a general theory with applications to peak-load pricing.*
TE (490).
Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Horsley, Anthony and Wrobel, Andrew J.
(2000)
*Efficiency rents of pumped-storage plants and their uses for operation and investment decisions.*
TE (405).
Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Horsley, Anthony and Wrobel, Andrew J.
(1999)
*Efficiency rents of storage plants in peak-load pricing, ii: hydroelectricity.*
TE (372).
Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Horsley, Anthony and Wrobel, Andrew J.
(2005)
*The Wong-Viner envelope theorem for subdifferentiable functions.*
TE (489).
Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Horsley, Anthony, Wrobel, Andrew J. and Van Zandt, Timothy
(1998)
*Berge's maximum theorem with two topologies on the action set.*
TE (347).
Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Huneke, Samuel, Hayward, Ryan and Toft, Bjarne
(2014)
*A winning strategy for 3 × n Cylindrical Hex.*
Discrete Mathematics, 331.
pp. 93-97.
ISSN 0012-365X

Lanz, Bruno, Dietz, Simon and Swanson, Timothy
(2018)
*Global economic growth and agricultural land conversion under uncertain productivity improvements in agriculture.*
American Journal of Agricultural Economics, 100 (2).
pp. 545-569.
ISSN 0002-9092

Matsuyama, Kiminori, Sushko, Iryna and Gardini, Laura
(2015)
*Globalization and synchronization of innovation cycles.*
CFM discussion paper series (CFM-DP2015-27).
Centre For Macroeconomics, London, UK.

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

Norberg, Ragnar
(2006)
*Dynamic Greeks.*
Insurance: Mathematics and Economics, 39 (1).
pp. 123-133.
ISSN 0167-6687

Nulty, Paul
(2007)
*Semantic classification of noun phrases using web counts and learning algorithms.*
In: Proceedings of the 45th Annual Meeting of the ACL: Student Research Workshop, 2007-01-01.

Pach, János and Swanepoel, Konrad J.
(2015)
*Double-normal pairs in the plane and on the sphere.*
Beiträge zur Algebra und Geometrie / Contributions to Algebra and Geometry, 56 (2).
pp. 423-438.
ISSN 0138-4821

Rodosthenous, Neofytos and Zervos, Mihail
(2017)
*Watermark options.*
Finance and Stochastics, 21 (1).
pp. 157-186.
ISSN 0949-2984

Santos, Carlos Daniel
(2009)
*Recovering the sunk costs of R&D: the moulds industry case.*
CEP Discussion Paper (958).
Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Schiraldi, Pasquale
(2008)
*Automobile replacement: a dynamic structural approach.*
.
Unpublished working paper, London, UK.
(Submitted)

Schiraldi, Pasquale
(2011)
*Automobile replacement: a dynamic structural approach.*
RAND Journal of Economics, 42 (2).
pp. 266-291.
ISSN 0741-6261

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

Soner, H. Mete, Cetin, Umut and Touzi, Nizar
(2010)
*Option hedging for small investors under liquidity costs.*
Finance and Stochastics, 14 (3).
pp. 317-341.
ISSN 0949-2984