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Application of Stochastic Optimal Control to Financial Market Debt Crises · Study

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PreprintApplication of Stochastic Optimal Control to Financial Market Debt Crises

Jerome L. Stein2009

OA

Preprintgreen2009

Application of Stochastic Optimal Control to Financial Market Debt Crises

Jerome L. Stein

60 citations·0/0 files stored·SSRN Electronic Journal

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Stochastic processes and financial applications Banking stability, regulation, efficiency Global Financial Crisis and Policies

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 60 citations exist upstream.

References

2005Controlled Markov Processes and Viscosity Solutions 2009Understanding the Subprime Mortgage Crisis 2001When genius failed: the rise and fall of Long-Term Capital Management 1989Stochastic Optimal Control 2008Making Sense of the Subprime Crisis 2009A SPATIAL CLIFF-ORD-TYPE MODEL WITH HETEROSKEDASTIC INNOVATIONS: SMALL AND LARGE SAMPLE RESULTS*2001Stock Trading: An Optimal Selling Rule 1999Risk-Sensitive Dynamic Asset Management

Cited by

2009Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models 2011Are Short‐lived Jobs Stepping Stones to Long‐Lasting Jobs?*2009The Behavioural Zloty/Euro Equilibrium Exchange Rate 2008Corporate Taxation and the Welfare State 2009FDI and Taxation - A Meta-Study 2009How to Avoid a Pension Crisis: A Question of Intelligent System Design

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations60

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.2139/ssrn.1333872

openalex_workW2160572370

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