Author of the publication

Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions

, , and . Journal of Economic Dynamics and Control, 23 (9-10): 1387--1424 (September 1999)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach., , , and . Autom., 42 (8): 1381-1393 (2006)An analysis of the complex dynamic behaviour of nonlinear oligopoly models with time delays, and . Chaos, Solitons & Fractals, 7 (12): 2049--2065 (December 1996)Asset price and wealth dynamics in a financial market with heterogeneous agents, , and . Journal of Economic Dynamics and Control, 30 (9-10): 1755--1786 (00 2006)Evaluation of American strangles, and . Journal of Economic Dynamics and Control, 29 (1-2): 31--62 (January 2005)A dynamic analysis of moving average rules, , and . Journal of Economic Dynamics and Control, 30 (9-10): 1729--1753 (00 2006)Bounded continuously distributed delays in dynamic oligopolies, and . Chaos, Solitons & Fractals, 18 (5): 977--993 (December 2003)Modeling and Control of Economic Systems 2001, , , and . chapter A Stochastic Blanchard Model with a State-of-Market Dependent Reaction Coefficient, page 309--313. Elsevier Science Ltd, Oxford, (2003)Innovation and the transfer of technology : A leader-follower model, , and . Economic Modelling, 6 (4): 452--456 (October 1989)Foundations for a disequilibrium theory of the business cycle, , and . Cambridge Univ. Press, Cambridge u.a., (2005)On the stability of price-adjusting oligopolies with incomplete information., and . Int. J. Systems Science, 36 (8): 501-507 (2005)