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Markov control processes with randomized discounted cost
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Markov control processes with randomized discounted cost (2006)Markov control processes with randomized …Ruin probabilities with a Markov chain interest model (2004)Ruin probabilities with a Mar…Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary (2004)Optimal pension funding dynam…The effects of different inflation risk premiums on interest rate spreads (2003)The effects of different infl…Modelling the U.S. interest rate in terms of I(d) statistical models (2003)Modelling the U.S. interest r…Discounting the distant future: how much do uncertain rates increase valuations? (2003)Discounting the distant futur…The exchange rate and the term structure of interest rates in Mexico (2000)The exchange rate and the ter…Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence (2000)Interest-rate smoothing and o…Rules of Thumb versus Dynamic Programming (1999)Rules of Thumb versus Dynamic…Recursive Methods in Economic Dynamics (1989)Recursive Methods in Economic…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Applying intervention analysis to financial performance data: The case of US airlines and September 11th (2008)Persistence and Cycles in the US Federal Funds Rate (2012)The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (2013)Introduction to Stochastic Control Theory (1970)Introduction to stochastic control (1971)Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (2000)Optimal funding of defined benefit pension plans (2010)Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (2012)Institutional and individual investors: Saving for old age (2017)Aspects of Risk Theory (1991)Modelling of extremal events in insurance and finance (1994)Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks (2003)Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Econometrics of Financial Markets (1997)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Constrained Markov decision processes with first passage criteria (2012)Towards determination of interest spread of commercial banks: Empirical evidences from Pakistan (2012)Expectations and Exchange Rate Dynamics (1976)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Has ‘inflation targeting’ increased the predictive power of term structure about future inflation: evidence from Turkish experience? (2011)A Theory of Exchange Rates and the Term Structure of Interest Rates (2013)Judgment under Uncertainty: Heuristics and Biases (1974)On The Language Instinct (1994)Models of Bounded Rationality (1997)A builder's guide to agent-based financial markets (2001)Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the 'curse' of Dimensionality (2001)Chapter 24 Agent-based Computational Finance (2006)Discretion versus policy rules in practice (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Historical Monetary Policy Analysis and the Taylor Rule (2003)The Performance of Forecast-Based Monetary Policy Rules Under Model Uncertainty (2003)Monetary Policy Rules, Macroeconomic Stability, and Inflation: A View from the Trenches (2004)The Pricing of Options and Corporate Liabilities (1973)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Limitations of integrated assessment models of climate change (2009)Determining Benefits and Costs for Future Generations (2013)Discounting Disentangled (2018)Indivisible labor and the business cycle (1985)Occupational Choice and the Process of Development (1993)The Theory of Incentives: The Principal-Agent Model (2001)
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References

  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 2003Discounting the distant future: how much do uncertain rates increase valuations?398 cited
  • 2000Interest-rate smoothing and optimal monetary policy: a review of recent empirical evidence393 cited
  • 1999Rules of Thumb versus Dynamic Programming115 cited
  • 2004Ruin probabilities with a Markov chain interest model66 cited
  • 2004Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary36 cited
  • 2003Modelling the U.S. interest rate in terms of I(d) statistical models22 cited
  • 2003The effects of different inflation risk premiums on interest rate spreads21 cited
  • 2000The exchange rate and the term structure of interest rates in Mexico12 cited

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