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A simplified treatment of the theory of optimal regulation of Brownian motion
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- Castellano, Rosella & Cerqueti, Roy, 2011. "The optimal bid/ask spread in a Specialist System," Economic Modelling, Elsevier, vol. 28(5), pages 2247-2253, September.
- Ricardo J. Caballero & Eduardo M.R.A. Engel, 2004. "A Comment on the Economics of Labor Adjustment: Mind the Gap: Reply," American Economic Review, American Economic Association, vol. 94(4), pages 1238-1244, September.
- Wang, Ting & Young, Virginia R., 2012. "Maximizing the utility of consumption with commutable life annuities," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 352-369.
- Chalkley, Martin, 1997. "An explicit solution for dynamic menu costs with zero discounting," Economics Letters, Elsevier, vol. 57(2), pages 189-195, December.
- Bonomo, Marco, 2000.
"Are One-Sided S,s Rules Useful Proxies For Optimal Pricing Rules?,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 20(1), May.
- Bonomo, Marco Antônio Cesar, 2000. "Are one-sided S,s rules useful proxies for optimal pricing rules?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 369, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Svensson, Lars E. O., 1991.
"Target zones and interest rate variability,"
Journal of International Economics, Elsevier, vol. 31(1-2), pages 27-54, August.
- Lars E.O. Svensson, 1989. "Target Zones and Interest Rate Variability," NBER Working Papers 3218, National Bureau of Economic Research, Inc.
- Svensson, L.E.O., 1989. "Target Zones And Interest Rate Variability," Papers 457, Stockholm - International Economic Studies.
- Svensson, Lars E O, 1990. "Target Zones and Interest Rate Variability," CEPR Discussion Papers 372, C.E.P.R. Discussion Papers.
- Mr. Lars E. O. Svensson, 1990. "Target Zones and Interest Rate Variability," IMF Working Papers 1990/031, International Monetary Fund.
- C. Atkinson & C. A. Alexandropoulos, 2006. "Pricing a European Basket Option in the Presence of Proportional Transaction Costs," Applied Mathematical Finance, Taylor & Francis Journals, vol. 13(3), pages 191-214.
- Monoyios, Michael, 2004. "Option pricing with transaction costs using a Markov chain approximation," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 889-913, February.
- Johnson, Simon & Kouvelis, Panos & Sinha, Vikas, 1997. "On Reform Intensity under Uncertainty," Journal of Comparative Economics, Elsevier, vol. 25(3), pages 297-321, December.
- Clewlow, Les & Hodges, Stewart, 1997. "Optimal delta-hedging under transactions costs," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1353-1376, June.
- Rene Garcia & Marco Bonomo, 2004. "Optimal Rules under Adjustment Cost and Infrequent Information," Econometric Society 2004 Latin American Meetings 135, Econometric Society.
- Jose M. Plehn-Dujowich, 2005. "The Optimality of a Control Band Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 877-901, October.
- Sims, Charles & Finnoff, David, 2012. "The role of spatial scale in the timing of uncertain environmental policy," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 369-382.
- Maoz, Yishay, 2007. "Investment under Uncertainty and the Recipient of the Entry Cost," MPRA Paper 5597, University Library of Munich, Germany.
- Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, 2005. "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology," NBER Working Papers 11864, National Bureau of Economic Research, Inc.
- Yiannis Kamarianakis & Anastasios Xepapadeas, 2006. "Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings," Working Papers 0709, University of Crete, Department of Economics.
- Charles Sims & David Finnoff, 2016. "Opposing Irreversibilities and Tipping Point Uncertainty," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(4), pages 985-1022.
- Le, Duc Thuc & Jones, John Bailey, 2005.
"Optimal investment with lumpy costs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(7), pages 1211-1236, July.
- John Bailey Jones & Duc T. Le, 2002. "Optimal Investment with Lumpy Costs," Discussion Papers 02-02, University at Albany, SUNY, Department of Economics.
- Bar-Ilan, Avner & Ben-David, Nissim, 1996. "An algorithm for evaluating the number of controls in trigger--target models," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1367-1371, August.
- Ohnishi, Masamitsu & Tsujimura, Motoh, 2006. "An impulse control of a geometric Brownian motion with quadratic costs," European Journal of Operational Research, Elsevier, vol. 168(2), pages 311-321, January.
- Casassus, Jaime & Collin-Dufresne, Pierre & Routledge, Bryan R., 2018.
"Equilibrium commodity prices with irreversible investment and non-linear technologies,"
Journal of Banking & Finance, Elsevier, vol. 95(C), pages 128-147.
- Jaime Casassus & Pierre Collin-Dufresne & Bryan R. Routledge, "undated". "Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies," GSIA Working Papers 2004-E54, Carnegie Mellon University, Tepper School of Business.
- Caballero, Ricardo J. & Engel, Eduardo M.R.A., 2004.
"Three Strikes and You're Out: Reply to Cooper and Willis,"
Center Discussion Papers
28498, Yale University, Economic Growth Center.
- Ricardo J. Caballero & Eduardo M.R.A. Engel, 2004. "Three Strikes and You.re Out: Reply to Cooper and Willis," Working Papers 883, Economic Growth Center, Yale University.
- Ricardo J. Caballero & Eduardo M.R.A. Engel, 2004. "Three Strikes and You're Out: Reply to Cooper and Willis," NBER Working Papers 10368, National Bureau of Economic Research, Inc.
- Ricardo J. Caballero & Eduardo M.R.A. Engel, 2004. "Three Strikes and You're Out: Reply to Cooper and Willis," Cowles Foundation Discussion Papers 1456, Cowles Foundation for Research in Economics, Yale University.
- Alistair Milne & Donald Robertson, 1994. "Firm Behaviour Under the Threat of Liquidation: Implications for Output, Investment & Business Cycle Transmission," School of Economics Discussion Papers 9402, School of Economics, University of Surrey.
- Mikolasek, András, 1998. "A magyar árfolyamrendszer egy elméleti kerete [A theoretical framework for the Hungarian exchange rate system]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 803-815.
- José Antonio Licandro, 1993. "Análisis de la Zona Objetivo para el Tipo de Cambio en Chile," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 30(90), pages 179-198.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2013.
"Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?,"
GEMF Working Papers
2013-03, GEMF, Faculty of Economics, University of Coimbra.
- Joao Sousa Andrade & António Portugal Duarte & Adelaide Duarte, 2013. "Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?," EcoMod2013 5305, EcoMod.
- Mario Ekboir, Javier, 1997. "Technical change and irreversible investment under risk," Agricultural Economics, Blackwell, vol. 16(1), pages 55-65, March.
- Beetsma, Roel M. W. J., 1995. "EMS exchange rate bands: a Monte Carlo investigation of three target zone models," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 311-328, April.
- Chadha, Jagjit S. & Nolan, Charles, 2001.
"Inflation Targeting, Transparency and Interest Rate Volatility: Ditching Monetary Mystique in the U.K,"
Journal of Macroeconomics, Elsevier, vol. 23(3), pages 349-366, July.
- Nolan, C. & Chadha, J.S., 1999. "Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK," Cambridge Working Papers in Economics 9921, Faculty of Economics, University of Cambridge.
- Joseph Vavra, 2011.
"Inflation Dynamics and Time-Varying Uncertainty: New Evidence and an Ss Interpretation,"
2011 Meeting Papers
126, Society for Economic Dynamics.
- Joseph S. Vavra, 2013. "Inflation Dynamics and Time-Varying Volatility: New Evidence and an Ss Interpretation," NBER Working Papers 19148, National Bureau of Economic Research, Inc.
- Pierpaolo Benigno & Luca Antonio Ricci, 2008.
"The Inflation-Unemployment Trade-Off at Low Inflation,"
NBER Working Papers
13986, National Bureau of Economic Research, Inc.
- Mr. Luca A Ricci & Pierpaolo Benigno, 2009. "The Inflation-Unemployment Trade-off at Low Inflation," IMF Working Papers 2009/034, International Monetary Fund.
- Yishay D. Maoz, 2005. "More on Bernanke's “Bad News Principle”," General Economics and Teaching 0510002, University Library of Munich, Germany.
- Christensen, Peter Ove & Flor, Christian Riis & Lando, David & Miltersen, Kristian R., 2014. "Dynamic capital structure with callable debt and debt renegotiations," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 644-661.
- Jacopo Magnani & Aspen Gorry & Ryan Oprea, 2016. "Time and State Dependence in an Ss Decision Experiment," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(1), pages 285-310, January.
- Di Corato, Luca & Moretto, Michele & Vergalli, Sergio, 2014.
"Long-run investment under uncertain demand,"
Economic Modelling, Elsevier, vol. 41(C), pages 80-89.
- Luca Di Corato & Michele Moretto & Sergio Vergalli, 2013. "Long-run Investment under Uncertain Demand," Working Papers 2013.65, Fondazione Eni Enrico Mattei.
- Di Corato, Luca & Moretto, Michele & Vergalli, Sergio, 2013. "Long-run Investment under Uncertain Demand," Economy and Society 156574, Fondazione Eni Enrico Mattei (FEEM).
- Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young, 2018. "Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates," Papers 1806.07499, arXiv.org, revised Mar 2019.
- Lars E. O. Svensson, 1992. "An Interpretation of Recent Research on Exchange Rate Target Zones," Journal of Economic Perspectives, American Economic Association, vol. 6(4), pages 119-144, Fall.
- Yu, Jing & Xu, Bin, 2011. "The game analyses to price the target enterprise of merger and acquisition based on the perspective of real options under stochastic surroundings," Economic Modelling, Elsevier, vol. 28(4), pages 1587-1594, July.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2013.
"Exchange Rate Target Zones: A Survey Of The Literature,"
Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 247-268, April.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010. "Exchange Rate Target Zones: A Survey of the Literature," GEMF Working Papers 2010-14, GEMF, Faculty of Economics, University of Coimbra.
- Joao L. M. Amador, 1999. "Optimal budget deficit rules," Nova SBE Working Paper Series wp385, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Stefano, Fasani, 2016.
"Long-run Unemployment and Macroeconomic Volatility,"
Working Papers
352, University of Milano-Bicocca, Department of Economics, revised 18 Oct 2016.
- Stefano Fasani, 2017. "Long-run Unemployment and Macroeconomic Volatility," CEIS Research Paper 408, Tor Vergata University, CEIS, revised 10 Jul 2017.
- Milne, Alistair & Robertson, Donald, 1996. "Firm behaviour under the threat of liquidation," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1427-1449, August.
- Viktors Ajevskis, 2011. "A target zone model with the terminal condition of joining a currency area," Applied Economics Letters, Taylor & Francis Journals, vol. 18(13), pages 1273-1278.
- Liang, Xiaoqing & Young, Virginia R., 2018. "Annuitization and asset allocation under exponential utility," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 167-183.
- Alexander Lahmann & Maximilian Schreiter & Bernhard Schwetzler, 2018. "Der Einfluss von Insolvenz, Kapitalstruktur und Fremdkapitalfälligkeit auf den Unternehmenswert [The Impact of Default Risk, Capital Structure, and Debt Maturity on Firm Value]," Schmalenbach Journal of Business Research, Springer, vol. 70(1), pages 73-123, March.
- Cesare Dosi & Michele Moretto, 1994. "Inter-basin water transfers under uncertainty: Storage capacity and optimal guaranteed deliveries," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 4(4), pages 331-352, August.
- Yiannis Kamarianakis & Anastasios Xepapadeas, 2007. "An Irreversible Investment Model with a Stochastic Production Capacity and Fixed Plus Proportional Adjustment Costs," Working Papers 0708, University of Crete, Department of Economics.
- Mosiño, Alejandro, 2012. "Producing energy in a stochastic environment: Switching from non-renewable to renewable resources," Resource and Energy Economics, Elsevier, vol. 34(4), pages 413-430.
- Shackleton, Mark B. & Sødal, Sigbjørn, 2010. "Harvesting and recovery decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2533-2546, December.
- Dangl, Thomas & Lehar, Alfred, 2004. "Value-at-risk vs. building block regulation in banking," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 96-131, April.
- Naveed Chehrazi & Peter W. Glynn & Thomas A. Weber, 2019. "Dynamic Credit-Collections Optimization," Management Science, INFORMS, vol. 67(6), pages 2737-2769, June.
- Gerlach, Stefan, 1995. "Adjustable pegs vs. single currencies: How valuable is the option to realign?," European Economic Review, Elsevier, vol. 39(6), pages 1155-1170, June.
- Giuseppe Bertola, 2010. "Options, Inaction, And Uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(3), pages 254-271, July.
- Coles, Melvyn & Philippopoulos, Apostolis, 1997. "Are exchange rate bands better than fixed exchange rates? The imported credibility approach," Journal of International Economics, Elsevier, vol. 43(1-2), pages 133-153, August.
- Hartwick, John M., 1995. "Capital gains and asset switching," Economics Letters, Elsevier, vol. 47(1), pages 63-67, January.