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1

Effects of debt mutualization in a monetary union with endogenous risk premia: Can Eurobonds contribute to debt stabilization?

van Aarle, Bas, Engwerda, Jacob, Weeren, Arie

Journal:

Structural Change and Economic Dynamics

Year:

2017

Language:

english

File:

PDF, 2.51 MB

english, 2017

2

DEBT STABILIZATION IN THE PRESENCE OF ENDOGENOUS RISK PREMIA: A DYNAMIC GAME APPROACH

Anevlavis, Tzanis, Papavassilopoulos, George, Engwerda, Jacob, van Aarle, Bas

Journal:

Macroeconomic Dynamics

Year:

2018

Language:

english

File:

PDF, 653 KB

english, 2018

3

Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation X +A∗X-1A = Q

Jacob C. Engwerda, AndréC.M. Ran, Arie L. Rijkeboer

Journal:

Linear Algebra and its Applications

Year:

1993

Language:

english

File:

PDF, 1.18 MB

english, 1993

4

COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS

Berend Roorda, J. M. Schumacher, Jacob Engwerda

Journal:

Mathematical Finance

Year:

2005

Language:

english

File:

PDF, 181 KB

english, 2005

5

Output deadbeat control using state feedback of discrete-time multivariable systems

ENGWERDA, JACOB C.

Journal:

International Journal of Systems Science

Year:

1995

Language:

english

File:

PDF, 521 KB

english, 1995

6

Debt stabilization games in a monetary union: What are the effects of introducing eurobonds?

Engwerda, Jacob, van Aarle, Bas, Anevlavis, Tzanis

Journal:

Journal of Macroeconomics

Year:

2019

Language:

english

File:

PDF, 4.72 MB

english, 2019

7

Feedback Nash equilibria in the scalar infinite horizon LQ-game

Journal:

Year:

2000

Language:

english

File:

PDF, 144 KB

english, 2000

8

A Numerical Toolbox to SolveN-Player Affine LQ Open-Loop Differential Games

Tomasz Michalak, Jacob Engwerda, Joseph Plasmans

Journal:

Computational Economics

Year:

2011

Language:

english

File:

PDF, 576 KB

english, 2011

9

The Interval Market Model in Mathematical Finance || Option Pricing: Classic Results

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 183 KB

english, 2013

10

The Interval Market Model in Mathematical Finance || Digital Options

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 433 KB

english, 2013

11

Pareto optimality in infinite horizon linear quadratic differential games

Reddy, Puduru Viswanadha, Engwerda, Jacob Christiaan

Journal:

Year:

2013

Language:

english

File:

PDF, 494 KB

english, 2013

12

Open-loop Nash equilibria in the non-cooperative infinite-planning horizon LQ game

Engwerda, Jacob

Journal:

Journal of the Franklin Institute

Year:

2014

Language:

english

File:

PDF, 369 KB

english, 2014

13

Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games

Reddy, Puduru Viswanadha, Engwerda, Jacob C.

Journal:

IEEE Transactions on Automatic Control

Year:

2014

Language:

english

File:

PDF, 175 KB

english, 2014

14

Properties of feedback Nash equilibria in scalar LQ differential games

Engwerda, Jacob

Journal:

Year:

2016

Language:

english

File:

PDF, 696 KB

english, 2016

15

The solution of the infinite horizon tracking problem for discrete time systems possessing an exogenous component

Jacob Chr. Engwerda

Journal:

Journal of Economic Dynamics and Control

Year:

1990

Language:

english

File:

PDF, 1.09 MB

english, 1990

16

Admissible target paths in economic models

Jacob C. Engwerda

Journal:

Journal of Economic Dynamics and Control

Year:

1993

Language:

english

File:

PDF, 1.50 MB

english, 1993

17

Uniqueness conditions for the affine open-loop linear quadratic differential game

Journal:

Year:

2008

Language:

english

File:

PDF, 208 KB

english, 2008

18

The regular convex cooperative linear quadratic control problem

Journal:

Year:

2008

Language:

english

File:

PDF, 734 KB

english, 2008

19

A result on output feedback linear quadratic control

Jacob Engwerda, Arie Weeren

Journal:

Year:

2008

Language:

english

File:

PDF, 183 KB

english, 2008

20

Staying together or breaking apart: policy-makers’ endogenous coalitions formation in the European Economic and Monetary Union

Giovanni Di Bartolomeo, Jacob Engwerda, Joseph Plasmans, Bas van Aarle

Journal:

Computers & Operations Research

Year:

2006

Language:

english

File:

PDF, 326 KB

english, 2006

21

Cooperative and non-cooperative fiscal stabilization policies in the EMU

Jacob C. Engwerda, Bas van Aarle, Joseph E.J. Plasmans

Journal:

Journal of Economic Dynamics and Control

Year:

2002

Language:

english

File:

PDF, 260 KB

english, 2002

22

On the open-loop Nash equilibrium in LQ-games

Jacob C. Engwerda

Journal:

Journal of Economic Dynamics and Control

Year:

1998

Language:

english

File:

PDF, 1.79 MB

english, 1998

23

Optimal sampling-rates and tracking properties of digital LQ and LQG tracking controllers for systems with an exogenous component and costs associated to sampling

Jacob Engwerda, Gerard van Willigenburg

Journal:

Computational Economics

Year:

1995

Language:

english

File:

PDF, 1023 KB

english, 1995

24

On the sensitivity matrix of the Nash bargaining solution

Jacob C. Engwerda, Rudy C. Douven

Journal:

International Journal of Game Theory

Year:

2008

Language:

english

File:

PDF, 389 KB

english, 2008

25

Policymakers’ Coalitions and Stabilization Policies in the EMU

Bas van Aarle, Giovanni Di Bartolomeo, Jacob Engwerda, Joseph Plasmans

Journal:

Journal of Economics

Year:

2004

Language:

english

File:

PDF, 331 KB

english, 2004

26

Algorithms for computing Nash equilibria in deterministic LQ games

Journal:

Computational Management Science

Year:

2007

Language:

english

File:

PDF, 356 KB

english, 2007

27

Analysis of a monetary union enlargement in the framework of linear-quadratic differential games

Joseph Plasmans, Jacob Engwerda, Bas van Aarle, Tomasz Michalak

Journal:

International Economics and Economic Policy

Year:

2009

Language:

english

File:

PDF, 285 KB

english, 2009

28

On the existence of a positive definite solution of the matrix equation X+ATX−1A= I

Jacob C. Engwerda

Journal:

Linear Algebra and its Applications

Year:

1993

Language:

english

File:

PDF, 852 KB

english, 1993

29

MACROECONOMIC STABILIZATION POLICIES IN THE EMU: SPILLOVERS, ASYMMETRIES AND INSTITUTIONS

Joseph Plasmans, Jacob Engwerda, Bas Van Aarle, Tomasz Michalak, Giovanni Di Bartolomeo

Journal:

Scottish Journal of Political Economy

Year:

2006

Language:

english

File:

PDF, 199 KB

english, 2006

30

Monetary and Fiscal Policy Interaction in the EMU: A Dynamic Game Approach

Bas van Aarle, Jacob Engwerda, Joseph Plasmans

Journal:

Annals of Operations Research

Year:

2002

Language:

english

File:

PDF, 273 KB

english, 2002

31

Monetary and Fiscal Policy Design in the EMU: An Overview

Bas van Aarle, Giovanni Di Bartolomeo, Jacob Engwerda, Joseph Plasmans

Journal:

Open Economies Review

Year:

2002

Language:

english

File:

PDF, 140 KB

english, 2002

32

Murine cerebral malaria: the whole story

Nicholas H. Hunt, Georges E. Grau, Christian Engwerda, Scott R. Barnum, Henri van der Heyde, Diana S. Hansen, Louis Schofield, Jacob Golenser

Journal:

Trends in Parasitology

Year:

2010

Language:

english

File:

PDF, 91 KB

english, 2010

33

Necessary and Sufficient Conditions for Pareto Optimal Solutions of Cooperative Differential Games

Engwerda, Jacob

Journal:

SIAM Journal on Control and Optimization

Year:

2010

Language:

english

File:

PDF, 305 KB

english, 2010

34

The Interval Market Model in Mathematical Finance || Merton’s Optimal Dynamic Portfolio Revisited

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 199 KB

english, 2013

35

The Interval Market Model in Mathematical Finance || Introduction

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 302 KB

english, 2013

36

The Interval Market Model in Mathematical Finance || Rainbow Options in Discrete Time, I

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 180 KB

english, 2013

37

The Interval Market Model in Mathematical Finance || Computational Methods Based on the Guaranteed Capture Basin Algorithm

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 673 KB

english, 2013

38

The Interval Market Model in Mathematical Finance || Asset and Liability Insurance Management (ALIM) for Risk Eradication

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 499 KB

english, 2013

39

The Interval Market Model in Mathematical Finance || Optimal Hedging Under Robust-Cost Constraints

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 346 KB

english, 2013

40

The Interval Market Model in Mathematical Finance || Fair Price Intervals

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 469 KB

english, 2013

41

The Interval Market Model in Mathematical Finance || Appendix: Proofs

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 146 KB

english, 2013

42

The Interval Market Model in Mathematical Finance || Continuous and Discrete-Time Option Pricing and Interval Market Model

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 204 KB

english, 2013

43

The Interval Market Model in Mathematical Finance || Emergence of Risk-Neutral Probabilities from a Game-Theoretic Origin

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 288 KB

english, 2013

44

The Interval Market Model in Mathematical Finance || Introduction

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 74 KB

english, 2013

45

The Interval Market Model in Mathematical Finance || Continuous-Time Limits

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 168 KB

english, 2013

46

The Interval Market Model in Mathematical Finance || Credit Derivatives

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 112 KB

english, 2013

47

The Interval Market Model in Mathematical Finance || Validation

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 559 KB

english, 2013

48

The Interval Market Model in Mathematical Finance ||

Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schumacher, J.M., Kolokoltsov, Vassili, Saint-Pierre, Patrick, Aubin, Jean-Pierre

Year:

2013

Language:

english

File:

PDF, 302 KB

english, 2013

49

Debt stabilization games in the presence of risk premia

Engwerda, Jacob, van Aarle, Bas, Plasmans, Joseph, Weeren, Arie

Journal:

Journal of Economic Dynamics and Control

Year:

2013

Language:

english

File:

PDF, 1.35 MB

english, 2013

50

Policymakers' Coalitions and Stabilization Policies in the EMU

Bas van Aarle, Giovanni Di Bartolomeo, Jacob Engwerda and Joseph Plasmans

Journal:

Journal of Economics

Year:

2004

Language:

english

File:

PDF, 2.10 MB

english, 2004