JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C0 - General (82) C02 - Mathematical Methods (18)
Number of items at this level: 18.
Centre for Analysis of Time Series
  • Barrieu, Pauline, El Karoui, Nicole (2004). Optimal risk transfer. Finance, 25, 31-47.
    • Centre for Philosophy of Natural and Social Sciences (CPNSS)
  • Flaminio, Tommaso, Godo, Lluis, Hosni, Hykel (2014). On the logical structure of de Finetti's notion of event. Journal of Applied Logic, 12(3), 279-301. https://doi.org/10.1016/j.jal.2014.03.001
    • Economics
  • Komarova, Tatiana (2013). A new approach to identifying generalized competing risks models with application to second-price auctions. Quantitative Economics, 4(2), 269-328. https://doi.org/10.3982/QE111
    • Financial Markets Group
  • Segoviano, Miguel A., Goodhart, Charles (2009). Banking stability measures. (Financial Markets Group Discussion Papers 627). Financial Markets Group, The London School of Economics and Political Science.
    • Grantham Research Institute
  • Chesney, Marc, Taschini, Luca, Wang, Mei (2011). Regulated and non-regulated companies, technology adoption in experimental markets for emission permits, and options contracts. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment working papers 41). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
  • Taschini, Luca, Chesney, Marc, Wang, Mei (2014). Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies. Journal of Regulatory Economics, 46(1), 23-50. https://doi.org/10.1007/s11149-013-9238-3
    • LSE Health
  • Alpern, Steven, Morton, Alec, Papadaki, Katerina (2011). Patrolling games. Operations Research, 59(5), 1246-1257. https://doi.org/10.1287/opre.1110.0983
    • Management
  • Alpern, Steven, Morton, Alec, Papadaki, Katerina (2011). Patrolling games. Operations Research, 59(5), 1246-1257. https://doi.org/10.1287/opre.1110.0983
    • Mathematics
  • Alpern, Steven (2011). Find-and-fetch search on a tree. Operations Research, 59(5), 1258-1268. https://doi.org/10.1287/opre.1110.0966
  • Alpern, Steven, Morton, Alec, Papadaki, Katerina (2011). Patrolling games. Operations Research, 59(5), 1246-1257. https://doi.org/10.1287/opre.1110.0983
  • Ekmekci, Mehmet, Gossner, Olivier, Wilson, Andrea (2012). Impermanent types and permanent reputations. Journal of Economic Theory, 147(1), 162-178. https://doi.org/10.1016/j.jet.2011.11.006
  • Gandy, Axel, Veraart, Luitgard A. M. (2021). Compound poisson models for weighted networks with applications in finance. Mathematics and Financial Economics, 15(1), 131 - 153. https://doi.org/10.1007/s11579-020-00268-9 picture_as_pdf
  • Skokan, Jozef, Stein, M. (2014). Cycles are strongly Ramsey-unsaturated. Combinatorics, Probability and Computing, 23(04), 607-630. https://doi.org/10.1017/S0963548314000212
    • Philosophy, Logic and Scientific Method
  • Baigent, Nicholas (2010). Topological theories of social choice. In Arrow, Kenneth, Sen, A. K., Suzumura, Kotaro (Eds.), Handbook of Social Choice and Welfare (pp. 301-334). Elsevier (Firm). https://doi.org/10.1016/S0169-7218(10)00018-3
    • Statistics
  • Barrieu, Pauline, El Karoui, Nicole (2004). Optimal risk transfer. Finance, 25, 31-47.
  • Dassios, Angelos, Jang, Jiwook, Zhao, Hongbiao (2019). A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance. Risks, 7(4). https://doi.org/10.3390/risks7040103 picture_as_pdf
    • Systemic Risk Centre
  • Cortes, Fabio, Lindner, Peter, Malik, Sheheryar, Segoviano, Miguel (2018). A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN). (Systemic Risk Centre Discussion Papers 80). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Phelan, C. E., Marazzina, D., Germano, G. (2020). Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities. Quantitative Finance, 20(6), 899 - 918. https://doi.org/10.1080/14697688.2020.1718192 picture_as_pdf
  • Ziemba, William (2020). Parimutuel betting markets: racetracks and lotteries revisited. (Systemic Risk Centre Discussion Papers 103). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Ziemba, William (2016). A response to Professor Paul A. Samuelson's objections to Kelly capital growth investing. (Systemic Risk Centre Discussion Papers 52). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Ziemba, William T. (2023). Pari-mutuel betting markets: racetracks and lotteries revisited. Annual Review of Financial Economics, 15, 641 - 662. https://doi.org/10.1146/annurev-financial-053122-021925 picture_as_pdf