Numerical Analysis of Strategic Contingent Claims Models Ronald W. AndersonCheng Tu OriginalPaper Pages: 3 - 19
Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts Sharon KozickiP.A. Tinsley OriginalPaper Pages: 21 - 40
Alternative Approaches to Modeling time Variation in the Case of the U.S. Real Interest Rate Basma Bekdache OriginalPaper Pages: 41 - 51
Modelling Federal Reserve Discount Policy Christopher F. BaumMeral Karasulu OriginalPaper Pages: 53 - 70
Numerical Strategies for Solving the Nonlinear Rational Expectations Commodity Market Model Mario J. Miranda OriginalPaper Pages: 71 - 87
A Stochastic Nonlinear Regression Estimator Using Wavelets Zuohong PanXiaodi Wang OriginalPaper Pages: 89 - 103
Walvelet Analysis of Commodity Price Behavior Russell DavidsonWalter C. LabysJean-Baptiste Lesourd OriginalPaper Pages: 103 - 128
The Path Integral Approach to Financial Modeling and Options Pricing Vadim Linetsky OriginalPaper Pages: 129 - 163