Sökning: "boyko vasilev"

Hittade 3 uppsatser innehållade orden boyko vasilev.

  1. 1. Commuting patterns in one- and two-earner households in the USA: An empirical investigation of common preference utility

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Boyko Vasilev; [2009]
    Nyckelord :common-preference; family utility; commuting patterns; Household Responsibility Hypothesis; simultaneous equations; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : This paper examines the effect of various factors on the commuting behaviour of one- and two- worker households. The households' choices in the land- and labour markets are modeled in the context of Becker's common-preference framework. LÄS MER

  2. 2. Balance-­of­-payments   constrained   growth   in   the   case   of   the  Bulgarian economy: an empirical study

    Kandidat-uppsats, Akademin för hållbar samhälls- och teknikutveckling

    Författare :Boyko Vasilev; [2008]
    Nyckelord :balance of payments; growth; constraint; Bulgaria; Thirlwall;

    Sammanfattning : Post­Keynesian economists state that there is a direct relationship between balance­-of­-payments and economic growth. Anthony Thirlwall, in particular, has formulated a model which defines the balance­-of­-payments equilibrium growth rate that would allow the economy to grow in the long­-run sustainably without deteriorating their external balance or entering major debts. LÄS MER

  3. 3. The Java applet for pricing Asian options under Heston’s model using the new Ninomiya weak approximation scheme and quasi-Monte Carlo

    Kandidat-uppsats, Akademin för utbildning, kultur och kommunikation

    Författare :Boyko Vasilev; [2008]
    Nyckelord :Asian options; Ninomiya; pricing; Monte Carlo; quasi Monte Carlo;

    Sammanfattning : This study is based on a new weak-approximation scheme for stochastic differential equations applied to the Heston stochastic volatility model. The scheme was published by Ninomiya and Ninomiya (2008) and is an extension of Kusuoka’s approximation scheme. LÄS MER