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JEL C73


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In Rememberance: World Trade Center (WTC)

JEL Classification C73
"Stochastic and Dynamic Games"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C73 classification.     (sorted by date)

Default Swap Games Driven by Spectrally Negative Lévy Processes
by Masahiko Egami of the Kyoto University,
Tim S.T. Leung of the Johns Hopkins University, and
Kazutoshi Yamazaki of the Osaka University
(447K PDF) -- 13 pages -- May 18, 2011

Hedging and Asset Allocation for Structured Products
by Robert Lamb of Imperial College,
Vladislav Peretyatkin of Imperial College, and
William Perraudin of Imperial College
(161K PDF) -- 25 pages -- December 2005

Risk Trading, Network Topology, and Banking Regulation
by Stefan Thurner of Universität Wien,
Rudolf Hanel of Universität Wien, and
Stefan Pichler of Technische Universität Wien
(402K PDF) -- 31 pages -- September 25, 2003

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