Publications

December 4, 2014

The social discount rate under a stochastic A2 scenario

Using a general equilibrium model in which both capital productivity and temperature are uncertain, we show that the social discount rate (SDR) will decline.

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November 15, 2012

Two-dimensional Fourier cosine series expansion method for pricing financial options

In financial markets, traders deal in assets and options. There exist many types of options and the best-known are the European call and put option.

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