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Heterogeneous Technology Diffusion and Ricardian Trade Patterns
Exports Comparative Advantage Technological Transfer Innovation Networks Patents Residency Characteristics
2015/4/27
This study tests the importance of Ricardian technology differences for international trade. The empirical analysis has three comparative advantages: including emerging and advanced economies, isolati...
Heterogeneous Technology Diffusion and Ricardian Trade Patterns
Heterogeneous Technology Diffusion Ricardian Trade Patterns
2013/11/27
This study tests the importance of Ricardian technology differences for international trade. The empirical analysis has three comparative advantages: including emerging and advanced economies, isolati...
Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model
Asset management risk-sensitive stochastic control jump diffusion processes Poisson point processes L´ evy processes HJB PIDE policy improvement parabolic PDE classical solutions viscosity solutions.
2011/3/23
In this article we extend earlier work on the jump-diffusion risk-sensitive asset management problem [SIAM J. Fin. Math. (2011) 22-54] by allowing jumps in both the factor process and the asset prices...
Disentangling diffusion from jumps
Poisson jumps Cauchy jumps Levy process Diffusion Maximum likelihood
2014/3/13
Realistic models for financial asset prices used in portfolio choice, option pricing or risk management include both a continuous Brownian and a jump components. This paper studies our ability to dist...