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Publications by Stefano Herzel

Evaluating Discrete Dynamic Strategies in Affine Models

Quantitative Finance

English

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Bounds on Parameters in Panel Dynamic Discrete Choice Models

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Discrete Holomorphicity and Quantized Affine Algebras

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Stability Analysis of Piecewise Affine Discrete-Time Systems*

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Nonparametric Estimation of Dynamic Discrete Choice Models for Time Series Data

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Affine Models of Currency Pricing

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The Specification of Dynamic Discrete-Time Two-State Panel Data Models

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Assembling Integrable Σ-Models as Affine Gaudin Models

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Continuous Dynamic Models, Clearing Functions, and Discrete-Event Simulation in Aggregate Production Planning

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A Practitioner’s Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models

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