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Editor: Christopher F. Baum
Description: Papers presented at Eighth International Conference on Computing in Economics and Finance, Aix en Provence, June 2002
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Christopher F Baum .
Series handle: RePEc:sce:scecf2
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Content
2002
- 383 The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK
by Jagjit Chadha & Chris Higson & Sean Holly & Paul Kattuman
- 382 Endogenous Noise from Continuous Choice
by Cees Diks & Roy van der Weid
- 381 Complex Adaptive Equilibria in a Standard Overlapping Generations Model with Production
by Laurent Cellarier
- 380 Integrating economic knowledge in data mining algorithms
by Hennie Daniels, & Ad Feelders & Marina Velikova
- 379 An algorithm for the quasivariational inequality arising in option pricing with transaction costs II
by Tetsuya Noguchi & Berc Rustem
- 378 An algorithm for the quasivariational inequality arising in option pricing with transaction costs I
by Tetsuya Noguchi & Berc Rustem
- 377 Worst-case Optimal Robust Decisions for Multi-period Portfolio Optimization
by Nalan Gulpinar & Berc Rustem
- 376 The Role of Information in an Electronic Trade Network
by F. Alkemade & H. M. Amman & J. A. La Poutre
- 375 A Supernetwork Framework for Dynamics of Financial Networks with Intermediation
by Anna Nagurney & Ke Ke
- 374 Modelling Transportion as a Network Industry
by Yuri V. Yevdokimov
- 373 Using Financial Options to Hedge Transportation Capacity in a Deregulated Rail Industry
by Stephen M. Law & Alexandra E. MacKay & James F. Nolan
- 372 Forward Price Dynamics and Option Prices for Network Commodities
by Chris Kenyon & Giorgos Cheliotis
- 371 Supply Chain Networks with Electronic Commerce
by Anna Nagurney & June Dong & Ding Zhang
- 370 Networks and Farsighted Stability
by Frank H. Page Jr. & Myrna H. Wooders & Samir Kamat
- 369 Switching, Adding, or Shifting: Network Effects, Network Compatibility, and Lock-In
by J. R. Kearl & Gregory D. Adams
- 368 A Combined Shipper/Carrier Intermodal Network Model
by Maria P. Boile & Lazar N. Spasovic & Ya Wang
- 367 Locating Service Facilities to Reduce Lost Demand
by Oded Berman
- 366 New Product forms for Gelenbe Networks: Explicit Solutions, Existence and Uniqueness
by Erol Gelenbe
- 365 A Heuristic Technique for Model Selection Problems
by Manfred Gilli & Nicolas Roth
- 364 Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries
by Douglas Laxton & Papa N’Diaye
- 362 Economic Development, Qualitative Change And Employment Creation
by Pier Paolo Saviotti & Andreas Pyka
- 361 Use of Coupled Incentives to Improve Diffusion of Environment Friendly Technologies
by Jacek B. Krawczyk & Robert Lifran & Mabel Tidball
- 359 How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?
by Laurence Boone & Michel Juillard & Doug Laxton & Papa N'Diaye
- 357 Corporate Walkout Decisions and the Value of Default
by Tom Dahlstrom & Pierre Mella-Barral
- 356 An Unobserved Components Model for NAIRU Estimation
by Christophe Planas & Alessandro Rossi & Werner Roeger
- 355 Output and interest rate gaps: Theory versus practice
by Frank Smets & Raf Wouters
- 354 The Joint Dynamics of Networks and Knowledge
by R. Cowan & N. Jonard & J.-B. Zimmermann
- 353 Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence
by Noriega, A., & L.M. Soria
- 352 Technology Diffusion and Business Cycle Asymmetry
by Toshiya Ishikawa
- 351 Cultural drift induced diversity in a model for the transmission of culture
by Konstantin Klemm & Victor M. Eguiluz & Raul Toral & Maxi San Miguel
- 349 Employment Dynamics in the Romanian Labor Market. A Markov Chain Monte Carlo Approach
by Alexandru Voicu
- 346 The Search for Criticality
by Richard Stahnke
- 345 Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions
by Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran
- 344 Is Inflation Persistence Inherent in Industrial Economies?
by Andrew T. Levin & Jeremy M. Piger
- 343 Optimal Monetary Policy with Durable and Non-Durable Goods
by Christopher J. Erceg & Andrew T. Levin
- 342 Daily Behavior Of Futures Returns: Evidence Form A New Computational Method
by Roger Koppl & Sorin Tuluca
- 341 Self-Enforcing Wage Contract and the Dynamics Puzzle
by Calmes
- 340 Particle Economics
by Sawhill B. & Brown M. & Herriot J. & Palmrose Z.V.
- 339 Empirical investigation and modeling of a financial market after a crash
by Fabrizio Lillo & Rosario N. Mantegna
- 338 The Brazilian Depression in the 1980s and 1990s
by Mirta N.S. Bugarin & Roberto Ellery Jr & Victor Gomes & Arilton Teixeira
- 337 APT At Work: Finding The Relevant Risk Factors For Asset Pricing
by Dietmar Maringer
- 336 Contagion in a heterogeneous inter bank market model
by Francisco G. Padilla & Giulia Iori.
- 335 Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty
by Robert J. Tetlow & Peter von zur Muehlen
- 334 unilateral and bilateral bootstrap tests for long memory
by Christian de Peretti
- 333 Strategies for Optimal Decision Guidance through Information Services
by Dirk Helbing & Martin Sch
- 332 Inflation Dynamics and Robust Monetary Policy Design:In Search of a Robust Benchmark Rule for the Euro Area
by Günter Coenen
- 331 R&D and Training Investments, Firm Dynamics and Productivity: a Computational Model
by Carlos Carreira & Paulino Teixeira
- 329 Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt
by Irina Yakadina
- 327 Likelihood function optimization of elliptical copula models with financial applications
by P. Palmitesta & C. Provasi
- 326 Productive Efficiency Improvements, Technological Change and Firm Dynamics: a Nelson and Winter’s Computational Model
by Carlos Carreira & Paulino Teixeira
- 324 A Simulation Framework for Heterogeneous Agents
by David Meyer & Alexandros Karatzoglou & Christian Buchta & Friedrich Leisch & Kurt Hornik
- 323 Employment at risk of employment protection : assessing the cost of policy uncertainty
by HENIN Pierre-Yves & ALLAIS Olivier & WEITZENBLUM Thomas
- 322 Nonlinear models for financial time series with multiple attraction regions
by Svetlana Borovkova
- 321 Exact Testing of the Stability of the Phillips Curve
by Lynda Khalaf & Maral Kichian
- 320 fiscal policy and endogenous fluctuations
by pietro senesi
- 319 Existence and Uniqueness of Price Equilibrium in Discrete Choice Models
by Zsolt Sandor
- 318 Programming
by Charlotte Bruun
- 317 A minimal noise trader model with realistic time series
by Simone Alfarano & Thomas Lux
- 316 The Hunt Hypothesis and the Dividend policy of the firm. The Chaotic Motion of the Profits
by Safieddine Bouali
- 315 The Analysis of Economic Non linear Systems: Using the Tool of “Floquet Theory”
by Marisa Faggini
- 314 Indirect Estimation of the Parameters of Agent Based Models of Financial Markets
by Peter Winker & Manfred Gilli
- 313 The Analysis of Economic Non linear Systems: Methods for the case of Changing Parameters - “Floquet Theory” and Landscape Fitness
by Massimo Salzano
- 311 Are There Multiple Regimes in Financial Volatility?
by Marcelo C. Medeiros & Alvaro Veiga
- 310 Foreign Exchange Risk Premia
by Lynne Evans & Nathan Joseph & Turalay Kenc
- 309 A constraint programming agent for automated trading
by E. Aurell & M. Boman & M. Carlsson & J. Eriksson & N. Finne & S. Janson & P. Kreuger & L. Rasmusson
- 308 Evolutionary Bargaining with Cooperative Investments
by Herbert Dawid & W.Bentley MacLeod
- 307 Adaptive Polar Sampling
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest
- 306 Innovation and Diversification in Short-lived Markets
by Herbert Dawid & Marc Reimann
- 304 Merton-style option pricing under regime switching
by John Driffill & Turalay Kenc & Martin Sola
- 303 The simulation methodology of the macroeconometric model MARMOTTE
by A. Kadareja & F. Karamé & B. Rzepkowski
- 302 Persistency and Money Demand Distortions in a Stochastic DGE Model with Sticky Prices and Capital
by Michael Gail
- 301 Traders’ long-run wealth in an artificial financial market
by Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi
- 300 Are real-time estimates of the output gap reliable?
by Gerhard Rünstler
- 299 Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle
by Lise Patureau
- 298 An MTAR Test for Stock Market Bubbles
by Jerry Coakley & Ana-Maria Fuertes
- 296 Bridging GARCH Model and Prospect Theory in Financial Market Behaviors via Agent-Based Simulation
by Hiroshi TAKAHASHI & Takao TERANO
- 295 Computation of the value function indiscrete stochastic optimal growth models
by Thorsten Pampel
- 294 A branch and bound algorithm for computing the best subset regression models
by Cristian Gatu & Erricos Kontoghiorghes
- 293 Path-Following Algorithm for Parametric Analysis of a Pension Reform
by Sabit T. Khakimzhanov
- 292 The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions
by Carl Chiarella & Nadima El-Hassan & Adam Kucera
- 290 A Non-Causal Identification Scheme for Vector Autoregressions
by massimo franchi
- 289 Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets
by Kenneth L. Judd
- 288 The Alpha-Quantile Distribution Function and its Applications to Financial Modeling
by Ivana Komunjer
- 287 Simulation of Dynamic Trade Equilibrium with a 2x2x2x2 Overlapping Generations General Equilibrium Model when Savings and Population Growth Rates Differ across Countries
by Serdar Sayan
- 285 An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models
by Aaron D. Smallwood & Paul M. Beaumont
- 284 On International Consequences of Population Ageing (an applied multi-country multi-sector OLG GE approach)
by J.Mercenier & M. Merette
- 282 Sigma-Convergence in Clubs of European Regions
by Helene Chevrou-Severac
- 281 An Efficient Monte Carlo Study of Feasible Generalized Least Squares Estimators for Panel Data Models
by Elena Casquel & Ezequiel Uriel
- 280 A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data
by Alvaro Veiga & Leonardo Souza
- 279 Hedging using simulation: a least squares approach
by Claudio Tebaldi
- 276 Spanish diffusion indexes
by Israel Sancho & maximo Camacho
- 274 Nonlinear stochastic trends and economic fluctuations
by Maximo Camacho
- 272 Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis
by Yael Alon- Brimer & Armin Shmilovici & Shmuel Hauser
- 271 Conjugate Gradient methods for solving sparse Simultaneous Equations Models
by P. Foschi & E.J. Kontoghiorghes
- 266 Dynamical Modeling of the Demographic Prisoner’s Dilemma
by Victor Dorofeenko & Jamsheed SHORISH
- 264 Statistical analysis of the implied volatility derivative
by Paul Lynch & Nigel Allinson
- 263 Relationships between market sentiment and price dynamics in an artificial stock market
by Takshi Yamada & Kazuhiro Ueda & Takashi Okatsu
- 262 Computer Testbeds and Mechanism Design
by Jasmina Arifovic & John Ledyard
- 261 A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models
by Carl Chiarella & Mark Craddock & Nadima El-Hassan
- 260 Metadata Standards for Economics Web Sites
by William L. Goffe
- 259 Valuing Semi-American Putable Bonds under CIR
by Roland Mallier
- 257 Perturbation method at order k: A recursive algorithm
by Michel Juillard
- 256 Modeling Agents Who Learn Conditional Beliefs
by Dale O. Stahl
- 255 Indeterminacy, Sunspots, and Development Traps
by Sergey Slobodyan
- 254 Excessive Variation in Risk Factor Correlation and Volatilities
by Salih Neftci
- 253 Optimal Policies for Patent Races
by Ken Judd & Karl Schmedders & Sevin Yeltekin
- 252 Real effects of money in an economy with heterogeneous agents
by Petia Manolova & Charles Laitong
- 251 Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
by Charemza W.W. & M. Lifshits & S. Makarova
- 250 Monetary Policy Transmission through Term Premiums
by Sharon Kozicki & P.A. Tinsley
- 249 Numerically maximizing the likelihood function
by Marco P. Tucci
- 248 Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations
by Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk
- 245 Real business cycle models, endogenous growth models and cyclical growth: A critical survey
by Davide Fiaschi & Serena Sordi
- 244 Intertemporal valuation and decissionin stochastic optimal growth models
by Thorsten Pampel
- 240 Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan
by Günter Coenen & Volker Wieland
- 239 Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies
by Jorge Belaire-Franch, & Dulce Contreras & Lorena Tordera-Lledo
- 238 Speculative Inventories, Contracts, and Product Differentiation:Explaining the Decreasing Variability in World Peanut Prices
by Cesar L. Revoredo & Stanley M. Fletcher
- 237 Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s
by Gabriele Tondl
- 236 Solving nonlinear environmental-energy-economic models with the higher order primal-dual interior-point method
by Olivier Epelly & Jacek Gondzio
- 235 The Dynamics of Dealer Quoting Behavior
by B. Frijns & P. Schotman
- 234 Co-Evolution of Firms and Consumers and the Implications for Market Dominance
by Joseph E. Harrington, Jr. & Myong-Hun Chang
- 233 Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach
by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth
- 232 Controlling Chaos in Higher Dimensional Maps
by Cristian Wieland
- 231 Phase Transition in Supermarket Chain Network: Multi-Agent System in Soap Froth
by K.Y.Szeto & Chiwah Kong
- 230 Competitive market dynamics with credit rationing and financial crises
by Pasquale Commendatore & Martin Currie
- 228 Innovation Patterns and the Demography of Firms: From Microturbulence to Macro Regularities
by Emmanuelle Fauchart & Max Keilbach
- 227 Innovations and Emissions
by Lutz C. & Meyer B. & Nathani C. & Schleich J.
- 226 Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices
by Denis Bolduc & Dimitri Sanga
- 223 Comparing the Accuracy of Density Forecasts from Competing Models
by Sarno, Lucio & Valente, Giorgio
- 222 Asset Price Dynamics among Heterogeneous Interacting Agents
by Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini
- 221 Numerical solution of some optimal control problems arising from innovation diffusion
by Luigi De Cesare & Andrea Di Liddo & Stefania Ragni
- 220 Using Simulated Annealing to Compute the Trembles of Trembling Hand Perfection
by Stuart McDonald
- 219 Growing Behavioral Attitudes, Reflexive Typification of Social Contexts and Technological Change in a Computational Industrial District Prototype
by Riccardo Boero & Marco Castellani & Flaminio Squazzoni
- 218 Absolute Convergence, Period
by Romulo A. Chumacero
- 217 A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees
by A. Consiglio & A. Pecorella & S.A. Zenios
- 216 Macroeconomic consequences of pension reforms in Europe:
by M. Aglietta & J. Chateau & J. Fayolle & M. Juillard & J. Le Cacheux & G. Legarrec & V. Touzé
- 215 Quasi-Perfect Rationality, Playing Automata Dynamic Games
by Fernando S. Oliveira
- 214 Testing for Indeterminacy in Linear Rational Expectations Models
by Thomas Lubik & Frank Schorfheide
- 213 A Dynamic Market Oriented Model for Network Resource Allocation
by Masayuki ISHINISHI & Hajime Kita
- 211 Global dynamics in a class of heterogeneous cobweb models
by Ilaria Foroni & Laura Gardini
- 210 Risky Money and Fast Fourier Transforms: A New Leading Indicator of Inflation for the UK?
by Jane M. Binner & Stuart I. Wattam
- 209 The Portfolio Frontier with Higher Moments: The Undiscovered Country
by Gustavo Athayde & Renato G. Flores
- 208 Level shifts, unit roots and the purchasing power parity
by Gadea Maria-Dolores & Antonio Montanes & Marcelo Reyes
- 207 An evolutionary interpretation of the Aghion & Howitt (1992) Model
by Gerald Silverberg & Murat Yildizoglu
- 204 Risk Management and Capital Structure:Information Costs and Agency Costs Effects
by Mondher Bellalah & Inass El Farissi
- 203 Social Percolation and Self-Organized Criticality
by Gerard Weisbuch & Sorin Solomon & Dietrich Stauffer
- 202 Power Law Volatility Auto-Correlations in Stochastic Logistic Systems
by Yoram Louzoun & Sorin Solomon
- 201 Endogenous growth with endogenous fertility and social discrimination in education
by Andreas Schäfer
- 200 Connecting adaptive behaviour and expectations in models of innovation: The Potential Role of Artificial Neural Networks
by Murat Yildizoglu
- 198 Substitutability and Complementarity of FDI and PI in a Martingale Context
by Brian J. Jacobsen
- 197 Search in Research: An Evolutionary Approach to Technical Change and Growth
by Theo Eicher
- 196 Capacity Dynamics and Endogenous Asymmetries in Firm Size
by David Besanko & Ulrich Doraszelski
- 195 A Multistart Scatter Search Heuristic for Smooth NLP and MINLP Problems
by L. Lasdon & Z. Ugray & J. Plummer & F. Glover & J. Kelly & R. Marti
- 194 Investigations Of The Npv^ - Method For Investment Projects
by Anatoly Naumov & Nikolay Khodusov
- 193 New product introduction: determining optimal advertising policies
by Bruno Viscolani
- 190 Inflation Persistence and Flexible Prices
by Robert Dittmar & William Gavin & Finn Kydland
- 189 Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity
by Filipe R. Campante & Luciano Vereda & Marcelo C. Medeiros
- 188 Currency Risk in Brazil under Two Different Exchange Rate Regimes
by Marcelo Castelo Branco & Marcio Garcia & Marcelo C. Medeiros
- 187 Learning, Organizations, and dynamic cournot games
by Francesco Saraceno & Jason Barr
- 186 An empirical model of volatility of returns and option pricing
by J.L. McCauley & G.h. Gunaratne
- 185 All that I have to say will already have crossed your mind
by Roger Koppl & Barkley Rosser
- 183 Optimisation of Stochastic Systems and Worst-case Analysis
by S Zakovic & B. Rustem & V. Wieland
- 182 Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules
by Nicoletta Batini & Joe Pearlman
- 181 Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes
by Pierre Mella-Barral & Paolo Vitale
- 179 Co-existence of Credit Card Debt with Liquid and Retirement Assets: Two Puzzles or None?
by Michael Haliassos & Michael Reiter
- 178 Comparison of market price variations and fluctuations of plasma in fusion devices
by V.P. Budaev
- 175 Switching Regime Models: applications to trading rules
by Nuno Almeida & Pedro Valls Pereira
- 173 Computing heterogenous agent models when the distribution matters
by Michael Reiter
- 172 A spatial price oligopoly model for refined petroleum products: an application to a Brazilian case
by Pompermayer F.M. & Florian M. & Leal J.E.
- 171 An Evolutionary Theory of Entrepreneurship
by Thomas Grebel & Andreas Pyka & Horst Hanusch
- 170 Modelling the innovation process for cars with fuel cell engines using a System Dynamics Approach
by Burkhard Schade
- 169 EMU Monetary and Fiscal Policies: Optimal Policies in a Global Game
by Gottfried Haber & Reinhard Neck & Warwick J. McKibbin
- 167 How Should Unemployment Benefits Respond to the Business Cycle?
by Michael Kiley
- 166 Digital Security Tokens in Network Commerce: Modeling and Derivative Application
by Kanta Matsuura
- 165 Genetic Algorithms in Multi-Stage Portfolio Optimization System
by Man-Chung CHAN & Chi-Cheong WONG & Bernard K-S Cheung & Gordon Y-N Tang
- 164 Adaptive Innovation and Decision Aids
by A. Norman & K. Hood & A. Folmer & N. Hite & M. Jindal & M. Rajan & P. Shah & E. Sublett & A. Surratt & C. Thi
- 163 Pricing and hedging options in incomplete markets
by Joseph Andria & Manfred Gilli
- 162 Fiscal Policy in a Stochastic Model of Endogenous Growth with Congestion
by Ingrid Ott & Susanne Soretz
- 159 Wage Inequality and Education Policy with Skill-biased Technological Change in OG Setting
by Arpad Jeno Abraham
- 158 A Principal-Components Variance Decomposition of Monthly and quarterly Vector Autoregressive Models of the U.S. Economy
by Baoline Chen & Peter Zadrozny
- 157 The Organisation of Innovative Activity in Complex Fitness Landscapes
by Koen Frenken & Marco Valente
- 156 Internal Selection of R&D projects: An Evolutionary Simulation Model
by Nadia JACOBY
- 155 Evolutionary Models of Innovation in Learning Networks
by Peter M. Allen
- 154 Monetary Policy Rules under Paradigm Uncertainty
by H.Pill & D. Gerdesmeier & R.Motto
- 153 The Internal Rate of Return and Project Financing
by JB Lesourd & E Clark
- 152 Heterogeneous Preferences and the Representative Investor
by Frank Niehaus
- 151 Financial Market in the Laboratory
by Andrea Morone
- 149 Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results
by Emmanuel Haven
- 145 Exchange Rate Overshooting and the Forward Premium Puzzle
by Jerry Coakley & Ana-Maria Fuertes
- 142 The Empirics of Financial Development and Economic Growth: Using Unsupervised Learning to Detect Multiple Steady States
by Chris Birchenhall & David S. Bree & Rahim Lakha
- 141 Exchange Rate Uncertainty and Welfare
by Paul R. Bergin
- 138 Computing Sunspots in Linear Rational Expectations Models
by Thomas Lubik & Frank Schorfheide
- 137 Time Varying Uncertainty and the Credit Channel
by Kevin D. Salyer & Gabriel Lee
- 136 Neuro-dynamic Programming in Economics
by Mico Mrkaic
- 135 An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies
by Carl Chiarella & Tony He
- 133 Diversity of Neighborhood Transition
by Sharon O'Donnell
- 132 Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile
by Vassil A. Konstantinov
- 131 Bingo pricing: a game simulation and evaluation using the derivatives approach
by Antonio Annibali & Francesco Bellini
- 130 Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates
by Fausto Gozzi & Simona Sanfelici
- 129 Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates
by Fausto Gozzi & Simona Sanfelici
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