Browse by Journal of Economic Literature classification

Article

Anderlini, Luca and Felli, Leonardo (1998) Describability and agency problems. European economic review, 42 (1). pp. 35-59. ISSN 0014-2921

Benigno, Gianluca, Benigno, Pierpaolo and Nisticò, Salvatore (2013) Second-order approximation of dynamic models with time-varying risk. Journal of economic dynamics and control, 37 (7). pp. 1231-1247. ISSN 0165-1889

Den Haan, Wouter J. and De Wind, Joris (2012) Nonlinear and stable perturbation-based approximations. Journal of economic dynamics and control, 36 (10). pp. 1477-1497. ISSN 0165-1889

Norberg, Ragnar (2005) Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and stochastics, 9 (4). pp. 519-537. ISSN 0949-2984

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

Monograph

Castillo, Paul, Montoro, Carlos and Tuesta, Vicente (2007) Inflation premium and oil price volatility. CEPDP, 782. Centre for Economic Performance, London School of Economics and Political Science, London, UK. ISBN 075301999X

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.

Satterthwaite, Mark, Williams, Steven R. and Zachariadis, Konstantinos (2012) Price discovery. . (Unpublished)