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.
Article
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • Skokan, Jozef, Stein, M. (2014). Cycles are strongly Ramsey-unsaturated. Combinatorics, Probability and Computing, 23(04), 607-630. https://doi.org/10.1017/S0963548314000212
  • 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
  • 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
    • Chapter
  • 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
    • Working paper
  • 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.
  • 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
  • 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.
  • 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