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Matheus Grasselli
Matheus Grasselli
在 math.mcmaster.ca 的电子邮件经过验证 - 首页
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引用次数
引用次数
年份
An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility
MR Grasselli, B Costa Lima
Mathematics and Financial Economics 6, 191-210, 2012
1012012
On the uniqueness of the Chentsov metric in quantum information geometry
MR Grasselli, RF Streater
Infinite Dimensional Analysis, Quantum Probability and Related Topics 4 (02 …, 2001
752001
Numerical mathematics
M Grasselli, D Pelinovsky
Jones & Bartlett Learning, 2008
722008
Indifference price with general semimartingales
S Biagini, M Frittelli, M Grasselli
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011
682011
Risk aversion and block exercise of executive stock options
M Grasselli, V Henderson
Journal of Economic Dynamics and Control 33 (1), 109-127, 2009
602009
Indifference pricing and hedging for volatility derivatives
MR Grasselli, TR Hurd*
Applied Mathematical Finance 14 (4), 303-317, 2007
56*2007
Testing a Goodwin model with general capital accumulation rate
MR Grasselli, A Maheshwari
Metroeconomica 69 (3), 619-643, 2018
46*2018
Destabilizing a stable crisis: Employment persistence and government intervention in macroeconomics
BC Lima, MR Grasselli, XS Wang, J Wu
Structural Change and Economic Dynamics 30, 30-51, 2014
462014
Dual connections in nonparametric classical information geometry
MR Grasselli
Annals of the Institute of Statistical Mathematics 62, 873-896, 2010
442010
Inventory growth cycles with debt-financed investment
MR Grasselli, A Nguyen-Huu
Structural Change and Economic Dynamics 44, 1-13, 2018
422018
Inflation and speculation in a dynamic macroeconomic model
MR Grasselli, A Nguyen Huu
Journal of Risk and Financial Management 8 (3), 285-310, 2015
372015
Getting real with real options: a utility–based approach for finite–time investment in incomplete markets
MR Grasselli
Journal of Business Finance & Accounting 38 (5‐6), 740-764, 2011
342011
Household debt: The missing link between inequality and secular stagnation
G Giraud, M Grasselli
Journal of Economic Behavior & Organization 183, 901-927, 2021
322021
Wiener chaos and the Cox–Ingersoll–Ross model
MR Grasselli, TR Hurd
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2005
29*2005
On the normality of negative interest rates
MR Grasselli, A Lipton
Review of Keynesian Economics 7 (2), 201-219, 2019
282019
A comment on ‘Testing Goodwin: growth cycles in ten OECD countries’
MR Grasselli, A Maheshwari
Cambridge Journal of Economics 41 (6), 1761-1766, 2017
282017
Past world economic production constrains current energy demands: Persistent scaling with implications for economic growth and climate change mitigation
TJ Garrett, M Grasselli, S Keen
Plos one 15 (8), e0237672, 2020
252020
The quantum information manifold for ε-bounded forms
MR Grasselli, RF Streater
Reports on Mathematical Physics 46 (3), 325-335, 2000
252000
Stock loans in incomplete markets
MR Grasselli, C Gómez
Applied Mathematical Finance 20 (2), 118-136, 2013
232013
Nonlinearity, correlation and the valuation of employee options
M Grasselli
Preprint, 2005
23*2005
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