References for Journalarticle 2010-3

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 15

Blanchet-Scalliet, C., Diop, A., Gibson, R., Talay, D., and Tanre, E. (2007). Technical Analysis Compared to Mathematical Models Based Methods under Parameters Mis-specification. Journal of Banking & Finance, 31(5):1351-1373. http://ideas.repec.org/a/eee/jbfina/v31y2007i5p1351-1373.html

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Demyanyk, Y., and Hemert, O. (2007). Understanding the Subprime Mortgage Crisis. Federal Reserve Bank of St. Louis, Supervisory Policy Analysis Working Papers 2007-05. http://ideas.repec.org/s/fip/fedlsp.html

Doms, M., Furlong, F., and Krainer, J. (2007). Housing Prices and Subprime Mortgage Delinquencies. Federal Reserve Bank of San Francisco, Economic Letter 2007-8.

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Fleming, W.H. (1999). Controlled Markov Processes and Mathematical Finance. In: Nonlinear Analysis, Differential Equations and Control, ed. by F. H. Clarke and R. J. Stern, Dordrecht, Kluwer. http://books.google.de/books?id=_PGoOmyoKvYC&pg=PR5&dq=Nonlinear+Analysis.+Differential+Equations+and+Control+Controlled+Markov+processes+and+viscosity+solutions+407&lr=#v=onepage&q&f=false

Fleming, W.H., and Stein, J.L. (2004). Stochastic Optimal Control, International Finance and Debt. Journal of Banking & Finance, 28(5):979-996. http://ideas.repec.org/a/eee/jbfina/v28y2004i5p979-996.html

Fleming, W.H., and Soner, H.M. (2006). Controlled Markov Processes and Viscosity Solutions. Springer, New York. http://books.google.de/books?id=-70D841q3BQC&pg=PP1&dq=Controlled+Markov+Processes+and+Viscosity+Solutions&lr=#v=onepage&q&f=false

Guidolin, M., and La_Jeunesse, E.A. (2007). The Decline in the U.S. Personal Saving Rate: Is It Real and Is It a Puzzle? Review, (Nov):491-514. http://ideas.repec.org/a/fip/fedlrv/y2007inovp491-514nv.89no.6.html

Stein, J. (2003). Stochastic Optimal Control Modeling of Debt Crises. CESifo Group Munich, CESifo Working Paper Series CESifo Working Paper No.. http://ideas.repec.org/p/ces/ceswps/_1043.html

Stein, J.L. (2005). Optimal Debt And Endogenous Growth In Models Of International Finance. Australian Economic Papers, 44(4):389-413. http://ideas.repec.org/a/bla/ausecp/v44y2005i4p389-413.html

Stein, J.L. (2006). Stochastic Optimal Control, International Finance, and Debt Crises. Oxford University Press, Oxford. http://books.google.de/books?id=XsMSN1i–WQC&pg=PP1&dq=Stochastic+Optimal+Control,+International+Finance+and+Debt+Crises#v=onepage&q&f=false

Stein, J.L. (2007). United States Current Account Deficits: A Stochastic Optimal Control Analysis. Journal of Banking & Finance, 31(5):1321-1350. http://ideas.repec.org/a/eee/jbfina/v31y2007i5p1321-1350.html

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Øksendal, B.K. (1995). An Introduction with Applications. Springer, Berlin. http://books.google.de/books?id=kXw9hB4EEpUC&printsec=frontcover&dq=Stochastic+Differential+equations&lr=#v=onepage&q&f=false