Della Marca, Rossella; d’Onofrio, Alberto; Sensi, Mattia; Sottile, Sara A geometric analysis of the impact of large but finite switching rates on vaccination evolutionary games. (English) Zbl 1527.34076 Nonlinear Anal., Real World Appl. 75, Article ID 103986, 21 p. (2024). MSC: 34C60 92D30 91A22 34E15 34C05 34D20 34D05 PDFBibTeX XMLCite \textit{R. Della Marca} et al., Nonlinear Anal., Real World Appl. 75, Article ID 103986, 21 p. (2024; Zbl 1527.34076) Full Text: DOI arXiv
Bergland, Harald; Mishra, Purnedu; Pedersen, Pål Andreas; Ponossov, Arkadi; Wyller, John Time delays and pollution in an open-access fishery. (English) Zbl 07808642 Nat. Resour. Model. 36, No. 2, Article ID e12363, 39 p. (2023). MSC: 91B76 PDFBibTeX XMLCite \textit{H. Bergland} et al., Nat. Resour. Model. 36, No. 2, Article ID e12363, 39 p. (2023; Zbl 07808642) Full Text: DOI OA License
Wang, Ge; Huang, Menglei; Zhou, Qing; Wu, Weixing; Xiao, Weilin A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment. (English) Zbl 07799987 Probab. Uncertain. Quant. Risk 8, No. 4, 499-522 (2023). MSC: 60H30 49N90 91G10 91G40 PDFBibTeX XMLCite \textit{G. Wang} et al., Probab. Uncertain. Quant. Risk 8, No. 4, 499--522 (2023; Zbl 07799987) Full Text: DOI
Furtado, Susana Efficient vectors for double perturbed consistent matrices. (English) Zbl 1526.90022 Optimization 72, No. 11, 2679-2701 (2023). MSC: 90B50 91B06 15A18 PDFBibTeX XMLCite \textit{S. Furtado}, Optimization 72, No. 11, 2679--2701 (2023; Zbl 1526.90022) Full Text: DOI
Li, Shimin; Wang, Xiaoling; Wang, Cheng Relaxation oscillations in slow-fast IS-LM economic models. (English) Zbl 1520.34037 Appl. Anal. 102, No. 12, 3199-3208 (2023). MSC: 34C26 34E13 37E20 91B64 PDFBibTeX XMLCite \textit{S. Li} et al., Appl. Anal. 102, No. 12, 3199--3208 (2023; Zbl 1520.34037) Full Text: DOI
Mendico, Cristian A singular perturbation problem for mean field games of acceleration: application to mean field games of control. (English) Zbl 1521.35018 J. Evol. Equ. 23, No. 3, Paper No. 56, 27 p. (2023). MSC: 35B25 35B40 35F21 35Q89 91A16 PDFBibTeX XMLCite \textit{C. Mendico}, J. Evol. Equ. 23, No. 3, Paper No. 56, 27 p. (2023; Zbl 1521.35018) Full Text: DOI arXiv
Bazyari, Abouzar On the ruin probabilities for a general perturbed renewal risk process. (English) Zbl 1520.91307 J. Stat. Plann. Inference 227, 1-17 (2023). MSC: 91G05 60K10 60G46 62G32 PDFBibTeX XMLCite \textit{A. Bazyari}, J. Stat. Plann. Inference 227, 1--17 (2023; Zbl 1520.91307) Full Text: DOI
Jacquet, Laurence; Lehmann, Etienne Optimal tax problems with multidimensional heterogeneity: a mechanism design approach. (English) Zbl 1520.91256 Soc. Choice Welfare 60, No. 1-2, 135-164 (2023). MSC: 91B64 91B03 PDFBibTeX XMLCite \textit{L. Jacquet} and \textit{E. Lehmann}, Soc. Choice Welfare 60, No. 1--2, 135--164 (2023; Zbl 1520.91256) Full Text: DOI
Bi, Xuan; Shen, Xiaotong Distribution-invariant differential privacy. (English) Zbl 07704459 J. Econom. 235, No. 2, 444-453 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Bi} and \textit{X. Shen}, J. Econom. 235, No. 2, 444--453 (2023; Zbl 07704459) Full Text: DOI arXiv
Rong, Ximin; Yan, Yiqi; Zhao, Hui Asymptotic solution of optimal reinsurance and investment problem with correlation risk for an insurer under the CEV model. (English) Zbl 1519.91222 Int. J. Control 96, No. 4, 839-852 (2023). MSC: 91G05 49L12 35B20 35B40 PDFBibTeX XMLCite \textit{X. Rong} et al., Int. J. Control 96, No. 4, 839--852 (2023; Zbl 1519.91222) Full Text: DOI
Andreasen, Martin M.; Kronborg, Anders F. The extended perturbation method: with applications to the New Keynesian model and the zero lower bound. (English) Zbl 07766829 Quant. Econ. 13, No. 3, 1171-1202 (2022). MSC: 91-XX PDFBibTeX XMLCite \textit{M. M. Andreasen} and \textit{A. F. Kronborg}, Quant. Econ. 13, No. 3, 1171--1202 (2022; Zbl 07766829) Full Text: DOI OA License
Bueno-Guerrero, Alberto A quantum mechanics for interest rate derivatives markets. (English) Zbl 1498.91431 Chaos Solitons Fractals 155, Article ID 111726, 14 p. (2022). MSC: 91G20 81P16 91G80 PDFBibTeX XMLCite \textit{A. Bueno-Guerrero}, Chaos Solitons Fractals 155, Article ID 111726, 14 p. (2022; Zbl 1498.91431) Full Text: DOI
Lu, Neng-Pin A measure of centrality based on a reciprocally perturbed Markov chain for asymmetric relations. (English) Zbl 1492.91249 J. Math. Sociol. 46, No. 3, 246-265 (2022). MSC: 91D30 60J20 PDFBibTeX XMLCite \textit{N.-P. Lu}, J. Math. Sociol. 46, No. 3, 246--265 (2022; Zbl 1492.91249) Full Text: DOI
Fikioris, Giannis; Fotakis, Dimitris Mechanism design for perturbation stable combinatorial auctions. (English) Zbl 1495.91061 Theory Comput. Syst. 66, No. 4, 778-801 (2022). MSC: 91B26 91B03 PDFBibTeX XMLCite \textit{G. Fikioris} and \textit{D. Fotakis}, Theory Comput. Syst. 66, No. 4, 778--801 (2022; Zbl 1495.91061) Full Text: DOI arXiv
Gerlee, Philip Weak selection and the separation of eco-evo time scales using perturbation analysis. (English) Zbl 1486.92159 Bull. Math. Biol. 84, No. 5, Paper No. 52, 19 p. (2022). MSC: 92D25 92D40 92D15 34D10 91A80 PDFBibTeX XMLCite \textit{P. Gerlee}, Bull. Math. Biol. 84, No. 5, Paper No. 52, 19 p. (2022; Zbl 1486.92159) Full Text: DOI
Botta, Rocio; Blanco, Gerardo; Schaerer, Christian E. Fractional punishment of free riders to improve cooperation in optional public good games. (English) Zbl 1478.91016 Games 12, No. 1, Paper No. 17, 21 p. (2021). MSC: 91A22 91B18 PDFBibTeX XMLCite \textit{R. Botta} et al., Games 12, No. 1, Paper No. 17, 21 p. (2021; Zbl 1478.91016) Full Text: DOI
Karmakar, Prasenjit; Bhatnagar, Shalabh On tight bounds for function approximation error in risk-sensitive reinforcement learning. (English) Zbl 1478.91064 Syst. Control Lett. 150, Article ID 104899, 7 p. (2021). MSC: 91B06 93E20 68T05 PDFBibTeX XMLCite \textit{P. Karmakar} and \textit{S. Bhatnagar}, Syst. Control Lett. 150, Article ID 104899, 7 p. (2021; Zbl 1478.91064) Full Text: DOI
Shao, Guangru; Wang, Rui; Wang, Xue-Fang; Liu, Kun-Zhi Consensus-based and extremum seeking methods for distributed generalized Nash equilibrium. (English) Zbl 1472.93174 Optim. Control Appl. Methods 42, No. 3, 684-699 (2021). MSC: 93D50 91A10 91A80 PDFBibTeX XMLCite \textit{G. Shao} et al., Optim. Control Appl. Methods 42, No. 3, 684--699 (2021; Zbl 1472.93174) Full Text: DOI
Wang, Xuhui; Wu, Sheng-Jhih; Yue, Xingye Pricing timer options: second-order multiscale stochastic volatility asymptotics. (English) Zbl 1471.91585 ANZIAM J. 63, No. 2, 249-267 (2021). MSC: 91G20 35Q91 PDFBibTeX XMLCite \textit{X. Wang} et al., ANZIAM J. 63, No. 2, 249--267 (2021; Zbl 1471.91585) Full Text: DOI
Delong, Łukasz Asymptotic optimality of a first-order approximate strategy for an exponential utility maximization problem with a small coefficient of wealth-dependent risk aversion. (English) Zbl 1470.91224 Appl. Math. Optim. 84, No. 1, 649-682 (2021). MSC: 91G05 35Q91 49K20 PDFBibTeX XMLCite \textit{Ł. Delong}, Appl. Math. Optim. 84, No. 1, 649--682 (2021; Zbl 1470.91224) Full Text: DOI
Jena, Rajarama Mohan; Chakraverty, Snehashish; Baleanu, Dumitru; Jena, Subrat Kumar Analysis of time-fractional dynamical model of romantic and interpersonal relationships with non-singular kernels: a comparative study. (English) Zbl 1470.91210 Math. Methods Appl. Sci. 44, No. 2, 2183-2199 (2021). MSC: 91D30 35Q91 26A33 PDFBibTeX XMLCite \textit{R. M. Jena} et al., Math. Methods Appl. Sci. 44, No. 2, 2183--2199 (2021; Zbl 1470.91210) Full Text: DOI
Sun, Jingrui; Wang, Hanxiao; Wu, Zhen Mean-field linear-quadratic stochastic differential games. (English) Zbl 1479.91032 J. Differ. Equations 296, 299-334 (2021). MSC: 91A15 91A16 91A05 49N10 49N70 49N80 PDFBibTeX XMLCite \textit{J. Sun} et al., J. Differ. Equations 296, 299--334 (2021; Zbl 1479.91032) Full Text: DOI arXiv
Schecter, Stephen Geometric singular perturbation theory analysis of an epidemic model with spontaneous human behavioral change. (English) Zbl 1462.92051 J. Math. Biol. 82, No. 6, Paper No. 54, 26 p. (2021). MSC: 92D30 34E15 91A22 PDFBibTeX XMLCite \textit{S. Schecter}, J. Math. Biol. 82, No. 6, Paper No. 54, 26 p. (2021; Zbl 1462.92051) Full Text: DOI arXiv
Howlett, Phil; Beare, Brendan; Franchi, Massimo; Boland, John; Avrachenkov, Konstantin The Granger-Johansen representation theorem for integrated time series on Banach space. arXiv:2105.14393 Preprint, arXiv:2105.14393 [math.FA] (2021). MSC: 62M10 91B84 47A11 47A55 BibTeX Cite \textit{P. Howlett} et al., ``The Granger-Johansen representation theorem for integrated time series on Banach space'', Preprint, arXiv:2105.14393 [math.FA] (2021) Full Text: arXiv OA License
Hasanyan, Jalil; Zino, Lorenzo; Lombana, Daniel Alberto Burbano; Rizzo, Alessandro; Porfiri, Maurizio Leader-follower consensus on activity-driven networks. (English) Zbl 1472.91028 Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2233, Article ID 20190485, 20 p. (2020). MSC: 91D30 60K35 PDFBibTeX XMLCite \textit{J. Hasanyan} et al., Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2233, Article ID 20190485, 20 p. (2020; Zbl 1472.91028) Full Text: DOI
Dassios, Angelos; Li, Luting Explicit asymptotics on first passage times of diffusion processes. (English) Zbl 1470.91325 Adv. Appl. Probab. 52, No. 2, 681-704 (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 60G40 60J60 62E17 91G80 PDFBibTeX XMLCite \textit{A. Dassios} and \textit{L. Li}, Adv. Appl. Probab. 52, No. 2, 681--704 (2020; Zbl 1470.91325) Full Text: DOI arXiv
Batra, Luckshay; Taneja, H. C. On Black-Scholes option pricing model with stochastic volatility: an information theoretic approach. (English) Zbl 1470.91269 Stochastic Anal. Appl. 39, No. 2, 327-338 (2020). MSC: 91G20 35Q91 44A10 PDFBibTeX XMLCite \textit{L. Batra} and \textit{H. C. Taneja}, Stochastic Anal. Appl. 39, No. 2, 327--338 (2020; Zbl 1470.91269) Full Text: DOI
Tao, Li; Gao, Yan; Zhu, Hongbo Real-time pricing strategy for smart grid based on the minimization of the peak-valley difference. (Chinese. English summary) Zbl 1463.91059 J. Syst. Eng. 35, No. 3, 315-324 (2020). MSC: 91B24 91B74 PDFBibTeX XMLCite \textit{L. Tao} et al., J. Syst. Eng. 35, No. 3, 315--324 (2020; Zbl 1463.91059) Full Text: DOI
Pellegrino, Tommaso Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives. (English) Zbl 1447.91181 Int. J. Theor. Appl. Finance 23, No. 3, Article ID 2050021, 30 p. (2020). MSC: 91G20 34E15 PDFBibTeX XMLCite \textit{T. Pellegrino}, Int. J. Theor. Appl. Finance 23, No. 3, Article ID 2050021, 30 p. (2020; Zbl 1447.91181) Full Text: DOI
Palmowski, Zbigniew; Vatamidou, Eleni Phase-type approximations perturbed by a heavy-tailed component for the Gerber-shiu function of risk processes with two-sided jumps. (English) Zbl 1451.60087 Stoch. Models 36, No. 2, 337-363 (2020). MSC: 60J28 60G70 91G05 PDFBibTeX XMLCite \textit{Z. Palmowski} and \textit{E. Vatamidou}, Stoch. Models 36, No. 2, 337--363 (2020; Zbl 1451.60087) Full Text: DOI arXiv
Carmona, René; Graves, Christy V. Jet lag recovery: synchronization of circadian oscillators as a mean field game. (English) Zbl 1437.91052 Dyn. Games Appl. 10, No. 1, 79-99 (2020). MSC: 91A16 91A80 92B25 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{C. V. Graves}, Dyn. Games Appl. 10, No. 1, 79--99 (2020; Zbl 1437.91052) Full Text: DOI arXiv
Xun, Baoyin; Wang, Kaiyong; Yuen, Kam C. The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation. (English) Zbl 1437.62381 Japan J. Ind. Appl. Math. 37, No. 2, 507-525 (2020). MSC: 62P05 62E10 91B05 60G65 62G32 PDFBibTeX XMLCite \textit{B. Xun} et al., Japan J. Ind. Appl. Math. 37, No. 2, 507--525 (2020; Zbl 1437.62381) Full Text: DOI
Baes, Michel; Munari, Cosimo A continuous selection for optimal portfolios under convex risk measures does not always exist. (English) Zbl 1442.91083 Math. Methods Oper. Res. 91, No. 1, 5-23 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 PDFBibTeX XMLCite \textit{M. Baes} and \textit{C. Munari}, Math. Methods Oper. Res. 91, No. 1, 5--23 (2020; Zbl 1442.91083) Full Text: DOI arXiv
Belomestny, Denis; Schoenmakers, John Optimal stopping of McKean-Vlasov diffusions via regression on particle systems. (English) Zbl 1440.60031 SIAM J. Control Optim. 58, No. 1, 529-550 (2020). MSC: 60G40 91G80 PDFBibTeX XMLCite \textit{D. Belomestny} and \textit{J. Schoenmakers}, SIAM J. Control Optim. 58, No. 1, 529--550 (2020; Zbl 1440.60031) Full Text: DOI arXiv
Lu, Dawei; Du, Jiao; Song, Hui Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation. (English) Zbl 1499.91023 Filomat 33, No. 10, 3243-3255 (2019). MSC: 91B05 60K10 PDFBibTeX XMLCite \textit{D. Lu} et al., Filomat 33, No. 10, 3243--3255 (2019; Zbl 1499.91023) Full Text: DOI
Ma, Yong-Ki Analytic approximation of the transition density function under a multi-scale volatility model. (English) Zbl 1471.60119 Hacet. J. Math. Stat. 48, No. 3, 682-688 (2019). MSC: 60J35 91G20 62P05 PDFBibTeX XMLCite \textit{Y.-K. Ma}, Hacet. J. Math. Stat. 48, No. 3, 682--688 (2019; Zbl 1471.60119) Full Text: Link
Yang, Zhaoqiang Pricing European lookback option in a special kind of mixed jump-diffusion Black-Scholes model. (Chinese. English summary) Zbl 1449.91167 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 6, 1514-1531 (2019). MSC: 91G20 60J70 60J74 60G22 PDFBibTeX XMLCite \textit{Z. Yang}, Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 6, 1514--1531 (2019; Zbl 1449.91167)
Chen, Kexin; Chiu, Mei Choi; Shin, Yong Hyun; Wong, Hoi Ying Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy. (English) Zbl 1433.91152 SIAM J. Financ. Math. 10, No. 4, 977-1005 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 35Q91 49K20 PDFBibTeX XMLCite \textit{K. Chen} et al., SIAM J. Financ. Math. 10, No. 4, 977--1005 (2019; Zbl 1433.91152) Full Text: DOI Link
Chandra, Shiva; Papanicolaou, Andrew Singular perturbation expansion for utility maximization with order-\(\epsilon\) quadratic transaction costs. (English) Zbl 1430.91083 Int. J. Theor. Appl. Finance 22, No. 7, Article ID 1950039, 18 p. (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{S. Chandra} and \textit{A. Papanicolaou}, Int. J. Theor. Appl. Finance 22, No. 7, Article ID 1950039, 18 p. (2019; Zbl 1430.91083) Full Text: DOI arXiv
Lott, Sherwin Perturbations in DSGE models: an odd derivatives theorem. (English) Zbl 1425.91390 J. Econ. Dyn. Control 106, Article ID 103722, 15 p. (2019). MSC: 91G10 91B51 91-08 PDFBibTeX XMLCite \textit{S. Lott}, J. Econ. Dyn. Control 106, Article ID 103722, 15 p. (2019; Zbl 1425.91390) Full Text: DOI Link
He, Xin-Jiang; Chen, Wenting An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model. (English) Zbl 07088746 Appl. Math., Praha 64, No. 3, 367-382 (2019). Reviewer: John O’Hara (Colchester) MSC: 91G20 91G40 35Q91 PDFBibTeX XMLCite \textit{X.-J. He} and \textit{W. Chen}, Appl. Math., Praha 64, No. 3, 367--382 (2019; Zbl 07088746) Full Text: DOI
Wu, Cheng-Hsun Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences. (English) Zbl 1422.91727 J. Comput. Appl. Math. 361, 207-226 (2019). MSC: 91G20 91G60 91G30 41A58 PDFBibTeX XMLCite \textit{C.-H. Wu}, J. Comput. Appl. Math. 361, 207--226 (2019; Zbl 1422.91727) Full Text: DOI
Kumar, Vivek; Srinivasan, Balaji A novel adaptive mesh strategy for singularly perturbed parabolic convection diffusion problems. (English) Zbl 1416.65271 Differ. Equ. Dyn. Syst. 27, No. 1-3, 203-220 (2019). MSC: 65M06 65M15 65M50 35B25 91G60 91G20 35K20 35Q91 PDFBibTeX XMLCite \textit{V. Kumar} and \textit{B. Srinivasan}, Differ. Equ. Dyn. Syst. 27, No. 1--3, 203--220 (2019; Zbl 1416.65271) Full Text: DOI
Delong, Łukasz Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient. (English) Zbl 1411.91277 Math. Methods Oper. Res. 89, No. 1, 73-113 (2019). MSC: 91B30 91B16 49N90 PDFBibTeX XMLCite \textit{Ł. Delong}, Math. Methods Oper. Res. 89, No. 1, 73--113 (2019; Zbl 1411.91277) Full Text: DOI
Yavuz, M.; Özdemir, N. A different approach to the European option pricing model with new fractional operator. (English) Zbl 1405.91658 Math. Model. Nat. Phenom. 13, No. 1, Paper No. 12, 12 p. (2018). MSC: 91G20 91G80 35R11 35Q91 49M27 PDFBibTeX XMLCite \textit{M. Yavuz} and \textit{N. Özdemir}, Math. Model. Nat. Phenom. 13, No. 1, Paper No. 12, 12 p. (2018; Zbl 1405.91658) Full Text: DOI
Andreasen, Martin M.; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F. The pruned state-space system for non-linear DSGE models: theory and empirical applications. (English) Zbl 1405.91361 Rev. Econ. Stud. 85, No. 1, 1-49 (2018). MSC: 91B51 91G20 91B64 PDFBibTeX XMLCite \textit{M. M. Andreasen} et al., Rev. Econ. Stud. 85, No. 1, 1--49 (2018; Zbl 1405.91361) Full Text: DOI Link
Wang, Kaiyong; Chen, Lamei; Yang, Yang; Gao, Miaomiao The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation. (English) Zbl 1403.62194 Japan J. Ind. Appl. Math. 35, No. 3, 1173-1189 (2018). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{K. Wang} et al., Japan J. Ind. Appl. Math. 35, No. 3, 1173--1189 (2018; Zbl 1403.62194) Full Text: DOI
Ma, Ruibo; Durrett, Rick A simple evolutionary game arising from the study of the role of IGF-II in pancreatic cancer. (English) Zbl 1402.60130 Ann. Appl. Probab. 28, No. 5, 2896-2921 (2018). MSC: 60K35 91A22 92C50 PDFBibTeX XMLCite \textit{R. Ma} and \textit{R. Durrett}, Ann. Appl. Probab. 28, No. 5, 2896--2921 (2018; Zbl 1402.60130) Full Text: DOI Euclid
Agram, Nacira; Øksendal, Bernt A Hida-Malliavin white noise calculus approach to optimal control. (English) Zbl 1400.60077 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 21, No. 3, Article ID 1850014, 21 p. (2018). MSC: 60H05 60H20 60J75 93E20 91G80 91G70 91B70 PDFBibTeX XMLCite \textit{N. Agram} and \textit{B. Øksendal}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 21, No. 3, Article ID 1850014, 21 p. (2018; Zbl 1400.60077) Full Text: DOI arXiv
Niu, Yinju; Deng, Li; Ma, Chongwu The double-insurance risk model with perturbed dependence. (Chinese. English summary) Zbl 1413.91040 J. Jiangxi Norm. Univ., Nat. Sci. Ed. 42, No. 2, 194-197 (2018). MSC: 91B30 PDFBibTeX XMLCite \textit{Y. Niu} et al., J. Jiangxi Norm. Univ., Nat. Sci. Ed. 42, No. 2, 194--197 (2018; Zbl 1413.91040) Full Text: DOI
Hespeler, Frank; Sorge, Marco M. Does near-rationality matter in first-order approximate solutions? A perturbation approach. (English) Zbl 1397.91355 Bull. Econ. Res. 70, No. 1, E97-E113 (2018). MSC: 91B51 91B64 91B62 PDFBibTeX XMLCite \textit{F. Hespeler} and \textit{M. M. Sorge}, Bull. Econ. Res. 70, No. 1, E97--E113 (2018; Zbl 1397.91355) Full Text: DOI Link
Fernández-Villaverde, Jesús; Levintal, Oren Solution methods for models with rare disasters. (English) Zbl 1396.91409 Quant. Econ. 9, No. 2, 903-944 (2018). MSC: 91B51 91B64 PDFBibTeX XMLCite \textit{J. Fernández-Villaverde} and \textit{O. Levintal}, Quant. Econ. 9, No. 2, 903--944 (2018; Zbl 1396.91409) Full Text: DOI
Mertens, Thomas M.; Judd, Kenneth L. Solving an incomplete markets model with a large cross-section of agents. (English) Zbl 1401.91246 J. Econ. Dyn. Control 91, 349-368 (2018). MSC: 91B51 91B69 91B64 PDFBibTeX XMLCite \textit{T. M. Mertens} and \textit{K. L. Judd}, J. Econ. Dyn. Control 91, 349--368 (2018; Zbl 1401.91246) Full Text: DOI
Wu, Yue; He, Ji-Huan A remark on Samuelson’s variational principle in economics. (English) Zbl 1408.91135 Appl. Math. Lett. 84, 143-147 (2018). Reviewer: Karel Zimmermann (Praha) MSC: 91B50 49N90 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{J.-H. He}, Appl. Math. Lett. 84, 143--147 (2018; Zbl 1408.91135) Full Text: DOI
Brunetti, Ilaria; Hayel, Yezekael; Altman, Eitan State-policy dynamics in evolutionary games. (English) Zbl 1390.91048 Dyn. Games Appl. 8, No. 1, 93-116 (2018). MSC: 91A22 PDFBibTeX XMLCite \textit{I. Brunetti} et al., Dyn. Games Appl. 8, No. 1, 93--116 (2018; Zbl 1390.91048) Full Text: DOI HAL
Sousa, Rúben; Cruzeiro, Ana Bela; Guerra, Manuel Barrier option pricing under the 2-hypergeometric stochastic volatility model. (English) Zbl 1405.91651 J. Comput. Appl. Math. 328, 197-213 (2018). MSC: 91G20 60H30 35C20 PDFBibTeX XMLCite \textit{R. Sousa} et al., J. Comput. Appl. Math. 328, 197--213 (2018; Zbl 1405.91651) Full Text: DOI arXiv
Ajevskis, Viktors Semi-global solutions to DSGE models: perturbation around a deterministic path. (English) Zbl 1507.91109 Stud. Nonlinear Dyn. Econom. 21, No. 2, Article ID 20160065, 28 p. (2017). MSC: 91B51 PDFBibTeX XMLCite \textit{V. Ajevskis}, Stud. Nonlinear Dyn. Econom. 21, No. 2, Article ID 20160065, 28 p. (2017; Zbl 1507.91109) Full Text: DOI arXiv
Petrosky-Nadeau, Nicolas; Zhang, Lu Solving the Diamond-Mortensen-Pissarides model accurately. (English) Zbl 1396.91380 Quant. Econ. 8, No. 2, 611-650 (2017). MSC: 91B40 90B40 91-04 PDFBibTeX XMLCite \textit{N. Petrosky-Nadeau} and \textit{L. Zhang}, Quant. Econ. 8, No. 2, 611--650 (2017; Zbl 1396.91380) Full Text: DOI
Aruoba, S. Borağan; Bocola, Luigi; Schorfheide, Frank Assessing DSGE model nonlinearities. (English) Zbl 1401.91501 J. Econ. Dyn. Control 83, 34-54 (2017). MSC: 91B84 91B82 91B51 PDFBibTeX XMLCite \textit{S. B. Aruoba} et al., J. Econ. Dyn. Control 83, 34--54 (2017; Zbl 1401.91501) Full Text: DOI
Barthélemy, Jean; Marx, Magali Solving endogenous regime switching models. (English) Zbl 1401.91308 J. Econ. Dyn. Control 77, 1-25 (2017). MSC: 91B64 91B70 60J20 62P20 PDFBibTeX XMLCite \textit{J. Barthélemy} and \textit{M. Marx}, J. Econ. Dyn. Control 77, 1--25 (2017; Zbl 1401.91308) Full Text: DOI Link
Levintal, Oren Fifth-order perturbation solution to DSGE models. (English) Zbl 1401.91245 J. Econ. Dyn. Control 80, 1-16 (2017). MSC: 91B51 91B70 91-04 PDFBibTeX XMLCite \textit{O. Levintal}, J. Econ. Dyn. Control 80, 1--16 (2017; Zbl 1401.91245) Full Text: DOI
Quek, Gary; Atkinson, Colin Portfolio selection in discrete time with transaction costs and power utility function: a perturbation analysis. (English) Zbl 1398.91544 Appl. Math. Finance 24, No. 1-2, 77-111 (2017). MSC: 91G10 91B16 90C39 PDFBibTeX XMLCite \textit{G. Quek} and \textit{C. Atkinson}, Appl. Math. Finance 24, No. 1--2, 77--111 (2017; Zbl 1398.91544) Full Text: DOI
Balcan, Maria-Florina; Braverman, Mark Nash equilibria in perturbation-stable games. (English) Zbl 1380.91011 Theory Comput. 13, Paper No. 13, 31 p. (2017). MSC: 91A05 68Q17 68W25 91A10 PDFBibTeX XMLCite \textit{M.-F. Balcan} and \textit{M. Braverman}, Theory Comput. 13, Paper No. 13, 31 p. (2017; Zbl 1380.91011) Full Text: DOI arXiv
Li, Jinzhu A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation. (English) Zbl 1391.62195 Stat. Probab. Lett. 127, 49-55 (2017). MSC: 62P05 60K10 91B30 PDFBibTeX XMLCite \textit{J. Li}, Stat. Probab. Lett. 127, 49--55 (2017; Zbl 1391.62195) Full Text: DOI
Mirabi, Kolsoom; Arashi, Mohammad Mixed two-stage derivative estimator for sensitivity analysis. (English) Zbl 1365.62081 J. Math. Model. 5, No. 1, 41-52 (2017). MSC: 62F10 91B30 PDFBibTeX XMLCite \textit{K. Mirabi} and \textit{M. Arashi}, J. Math. Model. 5, No. 1, 41--52 (2017; Zbl 1365.62081) Full Text: Link
Fouque, Jean-Pierre; Hu, Ruimeng Asymptotic optimal strategy for portfolio optimization in a slowly varying stochastic environment. (English) Zbl 1365.93542 SIAM J. Control Optim. 55, No. 3, 1990-2023 (2017). MSC: 93E20 91G10 35Q93 35C20 35Q91 PDFBibTeX XMLCite \textit{J.-P. Fouque} and \textit{R. Hu}, SIAM J. Control Optim. 55, No. 3, 1990--2023 (2017; Zbl 1365.93542) Full Text: DOI arXiv
Bavly, Gilad Uncertainty in the traveler’s dilemma. (English) Zbl 1398.91091 Int. J. Game Theory 46, No. 1, 1-12 (2017). MSC: 91A26 91A05 PDFBibTeX XMLCite \textit{G. Bavly}, Int. J. Game Theory 46, No. 1, 1--12 (2017; Zbl 1398.91091) Full Text: DOI Link
Cao, Xi-Ren; Wan, Xiangwei Sensitivity analysis of nonlinear behavior with distorted probability. (English) Zbl 1390.91130 Math. Finance 27, No. 1, 115-150 (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B16 91G10 PDFBibTeX XMLCite \textit{X.-R. Cao} and \textit{X. Wan}, Math. Finance 27, No. 1, 115--150 (2017; Zbl 1390.91130) Full Text: DOI
Glizer, Valery Y.; Kelis, Oleg Singular infinite horizon zero-sum linear-quadratic differential game: saddle-point equilibrium sequence. (English) Zbl 1357.49138 Numer. Algebra Control Optim. 7, No. 1, 1-20 (2017). MSC: 49N70 91A05 91A10 91A23 15A24 93C73 PDFBibTeX XMLCite \textit{V. Y. Glizer} and \textit{O. Kelis}, Numer. Algebra Control Optim. 7, No. 1, 1--20 (2017; Zbl 1357.49138) Full Text: DOI
Nie, Weilin; Wang, Cheng Perturbation of convex risk minimization and its application in differential private learning algorithms. (English) Zbl 1359.90096 J. Inequal. Appl. 2017, Paper No. 9, 16 p. (2017). MSC: 90C25 91B30 PDFBibTeX XMLCite \textit{W. Nie} and \textit{C. Wang}, J. Inequal. Appl. 2017, Paper No. 9, 16 p. (2017; Zbl 1359.90096) Full Text: DOI
Agarwal, Ankush; Juneja, Sandeep; Sircar, Ronnie American options under stochastic volatility: control variates, maturity randomization & multiscale asymptotics. (English) Zbl 1468.91158 Quant. Finance 16, No. 1, 17-30 (2016). MSC: 91G20 60G40 91G60 PDFBibTeX XMLCite \textit{A. Agarwal} et al., Quant. Finance 16, No. 1, 17--30 (2016; Zbl 1468.91158) Full Text: DOI Link
Foerster, Andrew; Rubio-Ramírez, Juan F.; Waggoner, Daniel F.; Zha, Tao Perturbation methods for Markov-switching dynamic stochastic general equilibrium models. (English) Zbl 1395.91305 Quant. Econ. 7, No. 2, 637-669 (2016). MSC: 91B51 60J20 PDFBibTeX XMLCite \textit{A. Foerster} et al., Quant. Econ. 7, No. 2, 637--669 (2016; Zbl 1395.91305) Full Text: DOI
Bonciani, Dario; Roye, Björn van Uncertainty shocks, banking frictions and economic activity. (English) Zbl 1401.91241 J. Econ. Dyn. Control 73, 200-219 (2016). MSC: 91B51 91B62 91B64 PDFBibTeX XMLCite \textit{D. Bonciani} and \textit{B. van Roye}, J. Econ. Dyn. Control 73, 200--219 (2016; Zbl 1401.91241) Full Text: DOI Link
Zhang, Jiaojiao; Bi, Xiuchun; Li, Rong; Zhang, Shuguang The asymptotic formula of the perpetual American barrier option under stochastic volatility. (Chinese. English summary) Zbl 1374.91131 J. Xiamen Univ., Nat. Sci. 55, No. 6, 912-917 (2016). MSC: 91G20 60G40 60J70 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Xiamen Univ., Nat. Sci. 55, No. 6, 912--917 (2016; Zbl 1374.91131) Full Text: DOI
Chen, Xingguang; Zhu, Zhentao Rationality evolutionary model of group decision making considering stochastic perturbation. (Chinese. English summary) Zbl 1389.91030 Math. Pract. Theory 46, No. 18, 281-290 (2016). MSC: 91B06 91B10 PDFBibTeX XMLCite \textit{X. Chen} and \textit{Z. Zhu}, Math. Pract. Theory 46, No. 18, 281--290 (2016; Zbl 1389.91030)
Bereche, Aicha; Cherfaoui, Mouloud; Aïssani, Djamil Impact of the stability bound choice on the approximation of ruin probabilities. (English. French summary) Zbl 1354.91056 Afr. Stat. 11, No. 2, 983-993 (2016). MSC: 91B30 60K25 62G32 62P05 PDFBibTeX XMLCite \textit{A. Bereche} et al., Afr. Stat. 11, No. 2, 983--993 (2016; Zbl 1354.91056) Full Text: Euclid
Obando, Germán; Poveda, Jorge I.; Quijano, Nicanor Replicator dynamics under perturbations and time delays. (English) Zbl 1347.91058 Math. Control Signals Syst. 28, No. 3, Paper No. 20, 32 p. (2016). MSC: 91A22 91A80 PDFBibTeX XMLCite \textit{G. Obando} et al., Math. Control Signals Syst. 28, No. 3, Paper No. 20, 32 p. (2016; Zbl 1347.91058) Full Text: DOI
Cox, J. Theodore; Durrett, Rick Evolutionary games on the torus with weak selection. (English) Zbl 1348.91029 Stochastic Processes Appl. 126, No. 8, 2388-2409 (2016). MSC: 91A22 60K35 91B12 PDFBibTeX XMLCite \textit{J. T. Cox} and \textit{R. Durrett}, Stochastic Processes Appl. 126, No. 8, 2388--2409 (2016; Zbl 1348.91029) Full Text: DOI arXiv
Donato, Maria Bernadette; Milasi, Monica; Vitanza, Carmela On the study of an economic equilibrium with variational inequality arguments. (English) Zbl 1336.49009 J. Optim. Theory Appl. 168, No. 2, 646-660 (2016). MSC: 49J40 49J52 49J53 91B50 PDFBibTeX XMLCite \textit{M. B. Donato} et al., J. Optim. Theory Appl. 168, No. 2, 646--660 (2016; Zbl 1336.49009) Full Text: DOI
Andreasen, Martin M.; Zabczyk, Pawel Efficient bond price approximations in non-linear equilibrium-based term structure models. (English) Zbl 1506.91169 Stud. Nonlinear Dyn. Econom. 19, No. 1, 1-33 (2015). MSC: 91G30 91B51 91B70 PDFBibTeX XMLCite \textit{M. M. Andreasen} and \textit{P. Zabczyk}, Stud. Nonlinear Dyn. Econom. 19, No. 1, 1--33 (2015; Zbl 1506.91169) Full Text: DOI
Fujii, Masaaki; Sato, Seisho; Takahashi, Akihiko An FBSDE approach to American option pricing with an interacting particle method. (English) Zbl 1368.91181 Asia-Pac. Financ. Mark. 22, No. 3, 239-260 (2015). MSC: 91G60 65C30 65C35 91G20 60G40 PDFBibTeX XMLCite \textit{M. Fujii} et al., Asia-Pac. Financ. Mark. 22, No. 3, 239--260 (2015; Zbl 1368.91181) Full Text: DOI arXiv
Aminikhah, Hossein; Mehrdoust, Farshid On approximate-analytical solution of generalized Black-Scholes equation. (English) Zbl 1363.91100 Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 77, No. 4, 185-194 (2015). MSC: 91G20 35Q91 35K10 65M99 PDFBibTeX XMLCite \textit{H. Aminikhah} and \textit{F. Mehrdoust}, Sci. Bull., Ser. A, Appl. Math. Phys., Politeh. Univ. Buchar. 77, No. 4, 185--194 (2015; Zbl 1363.91100)
Li, Huifang; Bao, Liping Solution to multiscale Asian option pricing model with the singular perturbation method. (Chinese. English summary) Zbl 1349.91276 Appl. Math., Ser. A (Chin. Ed.) 30, No. 4, 389-398 (2015). MSC: 91G20 35B25 35B40 35Q91 91G80 PDFBibTeX XMLCite \textit{H. Li} and \textit{L. Bao}, Appl. Math., Ser. A (Chin. Ed.) 30, No. 4, 389--398 (2015; Zbl 1349.91276)
Avramidi, Ivan G. Heat kernel method and its applications. (English) Zbl 1342.35001 Cham: Birkhäuser/Springer (ISBN 978-3-319-26265-9/hbk; 978-3-319-26266-6/ebook). xix, 390 p. (2015). Reviewer: Paolo Musolino (Padova) MSC: 35-02 35K08 35Q91 91G80 35B25 PDFBibTeX XMLCite \textit{I. G. Avramidi}, Heat kernel method and its applications. Cham: Birkhäuser/Springer (2015; Zbl 1342.35001) Full Text: DOI
Sun, Yudong; Shi, Yimin; Tong, Hong The pricing for the barriers options based on the perturbation theory. (Chinese. English summary) Zbl 1340.91126 Acta Math. Appl. Sin. 38, No. 1, 67-79 (2015). MSC: 91G20 91G80 PDFBibTeX XMLCite \textit{Y. Sun} et al., Acta Math. Appl. Sin. 38, No. 1, 67--79 (2015; Zbl 1340.91126)
Escobar, Marcos; Götz, Barbara; Neykova, Daniela; Zagst, Rudi Pricing two-asset barrier options under stochastic correlation via perturbation. (English) Zbl 1337.91096 Int. J. Theor. Appl. Finance 18, No. 3, Article ID 1550018, 44 p. (2015). MSC: 91G20 PDFBibTeX XMLCite \textit{M. Escobar} et al., Int. J. Theor. Appl. Finance 18, No. 3, Article ID 1550018, 44 p. (2015; Zbl 1337.91096) Full Text: DOI
Pun, Chi Seng; Wong, Hoi Ying Robust investment-reinsurance optimization with multiscale stochastic volatility. (English) Zbl 1318.91122 Insur. Math. Econ. 62, 245-256 (2015). MSC: 91B30 91B70 PDFBibTeX XMLCite \textit{C. S. Pun} and \textit{H. Y. Wong}, Insur. Math. Econ. 62, 245--256 (2015; Zbl 1318.91122) Full Text: DOI
Lan, Hong; Meyer-Gohde, Alexander Solvability of perturbation solutions in DSGE models. (English) Zbl 1402.91374 J. Econ. Dyn. Control 45, 366-388 (2014). MSC: 91B62 91B51 15A24 65F30 PDFBibTeX XMLCite \textit{H. Lan} and \textit{A. Meyer-Gohde}, J. Econ. Dyn. Control 45, 366--388 (2014; Zbl 1402.91374) Full Text: DOI
Wang, Pengfei; Wen, Yi; Xu, Zhiwei What inventories tell us about aggregate fluctuations – a tractable approach to \((S,s)\) policies. (English) Zbl 1402.90012 J. Econ. Dyn. Control 44, 196-217 (2014). MSC: 90B05 91B51 91B69 PDFBibTeX XMLCite \textit{P. Wang} et al., J. Econ. Dyn. Control 44, 196--217 (2014; Zbl 1402.90012) Full Text: DOI
Escobar, Marcos; Götz, Barbara; Neykova, Daniela; Zagst, Rudi Stochastic correlation and volatility mean-reversion – empirical motivation and derivatives pricing via perturbation theory. (English) Zbl 1395.91439 Appl. Math. Finance 21, No. 5-6, 555-594 (2014). MSC: 91G20 62H30 62P05 PDFBibTeX XMLCite \textit{M. Escobar} et al., Appl. Math. Finance 21, No. 5--6, 555--594 (2014; Zbl 1395.91439) Full Text: DOI
Allamigeon, Xavier; Benchimol, Pascal; Gaubert, Stéphane; Joswig, Michael Combinatorial simplex algorithms can solve mean payoff games. (English) Zbl 1336.90057 SIAM J. Optim. 24, No. 4, 2096-2117 (2014). Reviewer: Maxim Ivanov Todorov (San Andres Cholula) MSC: 90C05 91A07 14T05 03C98 PDFBibTeX XMLCite \textit{X. Allamigeon} et al., SIAM J. Optim. 24, No. 4, 2096--2117 (2014; Zbl 1336.90057) Full Text: DOI arXiv
Shin, Dong-Hoon European call options with singularly perturbed two time scale regime-switching model. (English) Zbl 1307.91181 Far East J. Math. Sci. (FJMS) 87, No. 1, 37-52 (2014). MSC: 91G20 60J20 PDFBibTeX XMLCite \textit{D.-H. Shin}, Far East J. Math. Sci. (FJMS) 87, No. 1, 37--52 (2014; Zbl 1307.91181) Full Text: Link
Helmi, Ahmed; Martínez, Conrado; Panholzer, Alois Analysis of the strategy “hiring above the \(m\)-th best candidate”. (English) Zbl 1307.91059 Algorithmica 70, No. 2, 267-300 (2014). Reviewer: Kaisa Miettinen (Helsinki) MSC: 91B06 68W27 90B99 91A60 PDFBibTeX XMLCite \textit{A. Helmi} et al., Algorithmica 70, No. 2, 267--300 (2014; Zbl 1307.91059) Full Text: DOI
Hynd, Ryan Option pricing in the large risk aversion, small transaction cost limit. (English) Zbl 1304.35701 Commun. Partial Differ. Equations 39, No. 11, 1998-2027 (2014). MSC: 35Q91 91B30 35K55 35R35 93E20 35B40 35B25 PDFBibTeX XMLCite \textit{R. Hynd}, Commun. Partial Differ. Equations 39, No. 11, 1998--2027 (2014; Zbl 1304.35701) Full Text: DOI arXiv
Borovička, Jaroslav; Hansen, Lars Peter Examining macroeconomic models through the lens of asset pricing. (English) Zbl 1312.91068 J. Econom. 183, No. 1, 67-90 (2014). MSC: 91B64 91B25 PDFBibTeX XMLCite \textit{J. Borovička} and \textit{L. P. Hansen}, J. Econom. 183, No. 1, 67--90 (2014; Zbl 1312.91068) Full Text: DOI Link
Adiga, Abhijin; Kuhlman, Chris J.; Mortveit, Henning S.; Vullikanti, Anil Kumar S. Sensitivity of diffusion dynamics to network uncertainty. (English) Zbl 1366.60104 J. Artif. Intell. Res. (JAIR) 51, 207-226 (2014). MSC: 60J70 90B18 91D30 92D30 PDFBibTeX XMLCite \textit{A. Adiga} et al., J. Artif. Intell. Res. (JAIR) 51, 207--226 (2014; Zbl 1366.60104) Full Text: DOI
Lorig, Matthew Pricing derivatives on multiscale diffusions: an eigenfunction expansion approach. (English) Zbl 1291.91206 Math. Finance 24, No. 2, 331-363 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91G20 91G80 62M15 47A55 PDFBibTeX XMLCite \textit{M. Lorig}, Math. Finance 24, No. 2, 331--363 (2014; Zbl 1291.91206) Full Text: DOI arXiv
Liu, Chaolin; Zhang, Zhimin A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion. (English) Zbl 1420.91139 Abstr. Appl. Anal. 2013, Article ID 759352, 6 p. (2013). MSC: 91B30 60K10 45J05 PDFBibTeX XMLCite \textit{C. Liu} and \textit{Z. Zhang}, Abstr. Appl. Anal. 2013, Article ID 759352, 6 p. (2013; Zbl 1420.91139) Full Text: DOI
Lan, Hong; Meyer-Gohde, Alexander Solving DSGE models with a nonlinear moving average. (English) Zbl 1402.91288 J. Econ. Dyn. Control 37, No. 12, 2643-2667 (2013). MSC: 91B51 91B62 PDFBibTeX XMLCite \textit{H. Lan} and \textit{A. Meyer-Gohde}, J. Econ. Dyn. Control 37, No. 12, 2643--2667 (2013; Zbl 1402.91288) Full Text: DOI Link
Esquível, Manuel L.; Dimas, Luís; Mexia, João Tiago; Didier, Philippe Small perturbations with large effects on value-at-risk. (English) Zbl 1315.60021 Discuss. Math., Probab. Stat. 33, No. 1-2, 151-169 (2013). MSC: 60E05 91B30 91G40 PDFBibTeX XMLCite \textit{M. L. Esquível} et al., Discuss. Math., Probab. Stat. 33, No. 1--2, 151--169 (2013; Zbl 1315.60021) Full Text: DOI Link