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Achdou, Yves, Han, Jiequn, Lasry, Jean Michel, Lions, Pierre Louis and Moll, Ben (2022) Income and wealth distribution in macroeconomics: a continuous-time approach. Review of Economic Studies, 89 (1). 45 - 86. ISSN 0034-6527
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Campiglio, Emanuele, Lamperti, Francesco and Terranova, Roberta (2024) Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. Journal of Economic Dynamics and Control, 165. ISSN 0165-1889
Cetin, Umut ORCID: 0000-0001-8905-853X and Hok, Julien
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Speeding up the Euler scheme for killed diffusions.
Finance and Stochastics, 28 (3).
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ISSN 0949-2984
Dassios, Angelos ORCID: 0000-0002-3968-2366 and Zhao, Hongbiao
(2017)
Efficient simulation of clustering jumps with CIR intensity.
Operations Research, 65 (6).
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Duan, Hongbo, Mo, Jianlei, Fan, Ying and Wang, Shouyang (2018) Achieving China's energy and climate policy targets in 2030 under multiple uncertainties. Energy Economics, 70. pp. 45-60. ISSN 0140-9883
Ferreira, Francisco H. G. ORCID: 0000-0001-8926-0500 and Leite, Phillippe George
(2003)
Meeting the millennium development goals in Brazil: can microeconomic simulations help?
Economía, 3 (2).
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ISSN 1529-7470
Freije, Samuel, Bando, Rosangela and Arce, Fernanda (2006) Conditional transfers, labor supply, and poverty: microsimulating oportunidades. Economía, 7 (1). 73 - 108. ISSN 1529-7470
Morton, Alec, Thomas, Ranjeeta ORCID: 0000-0002-0947-4574 and Smith, Peter C.
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Decision rules for allocation of finances to health systems strengthening.
Journal of Health Economics, 49.
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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
Qu, Yan, Dassios, Angelos ORCID: 0000-0002-3968-2366 and Zhao, Hongbiao
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Shot-noise cojumps: exact simulation and option pricing.
Journal of the Operational Research Society, 74 (3).
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de Grauwe, Paul and Gerba, Eddie (2018) The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle. Journal of Economic Dynamics and Control, 91. pp. 206-236. ISSN 0165-1889
van Basshuysen, Philippe, White, Lucie, Khosrowi, Donal and Frisch, Mathias (2021) Three ways in which pandemic models may perform a pandemic. Erasmus Journal for Philosophy and Economics, 14 (1). 110 - 127. ISSN 1876-9098
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Benigno, Gianluca, Benigno, Pierpaolo and Nisticò, Salvatore (2010) Second-order approximation of dynamic models with time-varying risk. CEP Discussion Papers (CEPDP1033). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Bernales, Alejandro, Ladley, Daniel, Litos, Evangelos and Valenzuela, Marcela (2021) Dark trading and alternative execution priority rules. Systemic Risk Centre Discussion Papers (111). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Campiglio, Emanuele, Lamperti, Francesco and Terranova, Roberta (2023) Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. Grantham Research Institute on Climate Change and the Environment Working Papers (395). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science, London, UK.
Campiglio, Emanuele, Lamperti, Francesco and Terranova, Roberta (2023) Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. CCCEP Working Paper (419). Centre for Climate Change Economics and Policy, London, UK.
Castillo, Paul, Montoro, Carlos and Tuesta, Vicente (2007) Inflation premium and oil price volatility. CEPDP (782). London School of Economics and Political Science. Centre for Economic Performance, London, UK. ISBN 075301999X
Clark, Andrew E., D'Ambrosio, Conchita, Gentile, Niccoló and Tkatchenko, Alexandre (2022) What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. CEP Discussion Papers (1853). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Den Haan, Wouter J., Kobielarz, Michal L. and Rendahl, Pontus (2015) Exact present solution with consistent future approximation: a gridless algorithm to solve stochastic dynamic models. CFM discussion paper series (CFM-DP2015-36). Centre For Macroeconomics, London, UK.
Grüll, Georg and Taschini, Luca ORCID: 0000-0001-5355-1736
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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.
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(2022)
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