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Product Differentiation and Entry Timing in a Continuous Time Spatial Competition Model

Product Differentiation and Entry Timing in a Continuous Time Spatial Competition Model
Paper文書・図像類
Ebina, Takeshi, Matsushima, Noriaki, Shimizu, DaisukeThe Institute of Social and Economic Research, Osaka University2014-10Institute of Social and Economic Research Discussion Papers915p.1-25
Other Libraries in Japan
  • Subject HeadingLocation Hotelling model Continuous time Entry timing
  • Note (General)...l., 1979) to a continuous time model in which two firms comp...

Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX

Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
Digital文書・図像類
Ishida, Isao, McAleer, Michael, Oya, KosukeInstitute of Economic Research, Kyoto University2011-02KIER Discussion Paper759
Available onlineOther Libraries in Japan
  • Subject HeadingContinuous time high frequency data stochasti...

Modelling stock market volatility : bridging the gap to continuous time

Modelling stock market volatility : bridging the gap to continuous time
Paper図書
edited by Peter E. RossiAcademic Pressc1996
Other Libraries in Japan
  • Subject HeadingStocks -- Prices -- Mathematical models Continuous time
  • Subject Heading (ID)Stocks -- Prices -- Mathematical models Continuous time

Strategic Default Jump as Impulse Control in Continuous Time

Strategic Default Jump as Impulse Control in Continuous Time
Paper文書・図像類
Nakamura, Hisashi日本経済国際共同センター2007-12Discussion paper series. CIRJE-FCIRJE-F-532
Other Libraries in Japan
  • Subject Heading...y verification Continuous time Competing contract design Imp...

Continuous time controller design

Continuous time controller design
Paper図書
R. BalasubramanianPeter Peregrinusc1989
Other Libraries in Japan
  • Subject HeadingContinuous time control systems
  • Subject Heading (ID)Continuous time control systems

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