Jerome L. Stein

Division Applied Mathematics, Brown University, Providence RI 02912, USA

http://ssrn.com/author=15886

Papers

2010-3
JournalPaper
Jerome L. Stein
A Tale of Two Debt Crises: A Stochastic Optimal Control Analysis
January 13, 2010 | downloads: 2272 | JEL: C61, D81, D91, D92 | 1 citations (RePEc)
2009-44
DiscussionPaper
Jerome L. Stein
A Tale of Two Debt Crises: A Stochastic Optimal Control Analysis
October 09, 2009 | downloads: 907 | JEL: C61, D81, D91, D92 | 4 comments | journal article
2010-17
DiscussionPaper
Jerome L. Stein
Alan Greenspan, the Quants and Stochastic Optimal Control
June 11, 2010 | downloads: 1042 | JEL: C61, G11, G12, G14 | discussible | 5 comments