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Sparse direct methods for model simulation, и . Journal of Economic Dynamics and Control, 21 (6): 1093--1111 (01.06.1997)Solving finite difference schemes arising in trivariate option pricing, , и . Journal of Economic Dynamics and Control, 26 (9-10): 1499--1515 (августа 2002)A global optimization heuristic for estimating agent based models., и . Comput. Stat. Data Anal., 42 (3): 299-312 (2003)Krylov methods for solving models with forward-looking variables, и . Journal of Economic Dynamics and Control, 22 (8-9): 1275--1289 (августа 1998)Matchings, covers, and Jacobian matrices, и . Journal of Economic Dynamics and Control, 20 (9-10): 1541--1556 (00 1996)Applications of optimization heuristics to estimation and modelling problems., и . Comput. Stat. Data Anal., 47 (2): 211-223 (2004)2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems., и . Comput. Stat. Data Anal., 52 (1): 2-3 (2007)Calibrating the Heston Model with Differential Evolution., и . EvoApplications (2), том 6025 из Lecture Notes in Computer Science, стр. 242-250. Springer, (2010)Modeling and Control of Economic Systems 2001, и . глава Validation of Agent-Based Models of Financial Markets, стр. 401--406. Elsevier Science Ltd, Oxford, (2003)Qualitative decomposition of the eigenvalue problem in a dynamic system, и . Journal of Economic Dynamics and Control, 15 (3): 539--548 (июля 1991)