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 | 101 | 2012 |
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 | 75 | 2001 |
Numerical mathematics M Grasselli, D Pelinovsky Jones & Bartlett Learning, 2008 | 72 | 2008 |
Indifference price with general semimartingales S Biagini, M Frittelli, M Grasselli Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 68 | 2011 |
Risk aversion and block exercise of executive stock options M Grasselli, V Henderson Journal of Economic Dynamics and Control 33 (1), 109-127, 2009 | 60 | 2009 |
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 | 46 | 2014 |
Dual connections in nonparametric classical information geometry MR Grasselli Annals of the Institute of Statistical Mathematics 62, 873-896, 2010 | 44 | 2010 |
Inventory growth cycles with debt-financed investment MR Grasselli, A Nguyen-Huu Structural Change and Economic Dynamics 44, 1-13, 2018 | 42 | 2018 |
Inflation and speculation in a dynamic macroeconomic model MR Grasselli, A Nguyen Huu Journal of Risk and Financial Management 8 (3), 285-310, 2015 | 37 | 2015 |
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 | 34 | 2011 |
Household debt: The missing link between inequality and secular stagnation G Giraud, M Grasselli Journal of Economic Behavior & Organization 183, 901-927, 2021 | 32 | 2021 |
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 | 28 | 2019 |
A comment on ‘Testing Goodwin: growth cycles in ten OECD countries’ MR Grasselli, A Maheshwari Cambridge Journal of Economics 41 (6), 1761-1766, 2017 | 28 | 2017 |
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 | 25 | 2020 |
The quantum information manifold for ε-bounded forms MR Grasselli, RF Streater Reports on Mathematical Physics 46 (3), 325-335, 2000 | 25 | 2000 |
Stock loans in incomplete markets MR Grasselli, C Gómez Applied Mathematical Finance 20 (2), 118-136, 2013 | 23 | 2013 |
Nonlinearity, correlation and the valuation of employee options M Grasselli Preprint, 2005 | 23* | 2005 |