Browsing Documentos Indexados pela Web of Science by Subject "Equações diferenciais"

Now showing items 1-2 of 2

Assessing misspecified asset pricing models with empirical likelihood estimators

Almeida, Caio Ibsen Rodrigues de; Garcia, René
2012-10

Hansen and Jagannathan (1997) compare misspecified asset pricing models based on least-square projections on a family of admissible stochastic discount factors. We extend their fundamental contribution by considering Minimum ...
Local Linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems

Cansino, Hugo Alexander de la Cruz; Biscay, R. J.; Jimenez, J. C.; Carbonell, F.
2013-02

A new approach for the construction of high order A-stable explicit integrators for ordinary differential equations (ODEs) is theoretically studied. Basically, the integrators are obtained by splitting, at each time step, ...