Economic system dynamics.
McCauley, Joseph L., Küffner, Cornelia M. (2004)
Discrete Dynamics in Nature and Society
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McCauley, Joseph L., Küffner, Cornelia M. (2004)
Discrete Dynamics in Nature and Society
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Guriev, Sergei, Pospelov, Igor (1999)
Discrete Dynamics in Nature and Society
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Zhang, Wei-Bin (2008)
Discrete Dynamics in Nature and Society
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Faria, João Ricardo, León-Ledesma, Miguel A. (2008)
Discrete Dynamics in Nature and Society
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Wang, J.K. (2001)
Discrete Dynamics in Nature and Society
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Ton Vorst (1990)
Banach Center Publications
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P. Sztuba, A. Weron (2001)
Applicationes Mathematicae
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We show how to use the Gaussian HJM model to price modified forward-start options. Using data from the Polish market we calibrate the model and price this exotic option on the term structure. The specific problems of Central Eastern European emerging markets do not permit the use of the popular lognormal models of forward LIBOR or swap rates. We show how to overcome this difficulty.
Zhang, Wei-Bin (2005)
Discrete Dynamics in Nature and Society
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Risklab project in model risk (2000)
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Jyrki Savolainen, Mikael Collan, Pasi Luukka (2016)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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This paper presents how a dynamic system model can be used together with the Datar–Mathews real option analysis method for investment analysis of metal mining projects. The focus of the paper is on analyzing a project from the point of view of the project owner. The paper extends the Datar–Mathews real option analysis method by combining it with a dynamic system model. The model employs a dynamic discount rate that changes as the debt-level of the project changes. A numerical case illustration...
Beklaryan, L. A., Borisova, S. V. (2002)
Vladikavkazskiĭ Matematicheskiĭ Zhurnal
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Zhang, Wei-Bin (2007)
Discrete Dynamics in Nature and Society
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Juri Hinz (2003)
Applicationes Mathematicae
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This work discusses the process of price formation for electrical energy within an auction-like trading environment. Calculating optimal bid strategies of power producers by equilibrium arguments, we obtain the corresponding electricity price and estimate its tail behavior.
Branzov, Todor (2016)
Serdica Journal of Computing
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The paper studies the approaches to development of goods with active participation of virtual community members. The concept of community-sourcing is presented as an alternative to the open source model and crowdsourcing. On that foundation a conceptual model of resource management system that use some current good practices of the IT industry is proposed. Results obtained in a virtual community implementing the model are presented as a validation attempt. ACM Computing Classification...
Faria, João Ricardo (2005)
Journal of Applied Mathematics and Decision Sciences
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