Details about Simon Lysbjerg Hansen
Access statistics for papers by Simon Lysbjerg Hansen.
Update your information in the RePEc Author Service.
Short-id: pha780
Jump to
Journal Articles
Working Papers
2005
- A Malliavin-based Monte-Carlo Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem
Computing in Economics and Finance 2005, Society for Computational Economics
Journal Articles
2015
- Cross-sectional asset pricing with heterogeneous preferences and beliefs
Journal of Economic Dynamics and Control, 2015, 58, (C), 125-151
View citations (9)
2013
- Technological advances and the decision to invest
Annals of Finance, 2013, 9, (3), 383-420
View citations (5)