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Rutger-Jan Lange
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Cited by
Year
Volatility Modeling with a Generalized t Distribution
A Harvey, RJ Lange
Journal of Time Series Analysis 38 (2), 175-190, 2017
692017
Modeling the Interactions between Volatility and Returns using EGARCH‐M
A Harvey, RJ Lange
Journal of Time Series Analysis 39 (6), 909-919, 2018
43*2018
Can Google search data help predict macroeconomic series?
RF Niesert, JA Oorschot, CP Veldhuisen, K Brons, RJ Lange
International Journal of Forecasting 36 (3), 1163-1172, 2020
332020
Potential theory, path integrals and the Laplacian of the indicator
RJ Lange
Journal of High Energy Physics 2012 (11), 1-46, 2012
332012
Distribution theory for Schrödinger’s integral equation
RJ Lange
Journal of Mathematical Physics 56 (12), 122105, 2015
282015
Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times
RJ Lange, D Ralph, K Store
Journal of Financial and Quantitative Analysis, 2019
162019
When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence
M Atkinson, M Kress, RJ Lange
Operations Research 64 (2), 315-328, 2016
122016
Systems Innovation, Inertia and Pliability: A mathematical exploration with implications for climate change abatement
M Grubb, J Mercure, P Salas, R Lange, I Sognnaes
University of Cambridge, 2018
72018
In case of innovation: Academic phraseology in the Three Circles
A Edwards, RJ Lange
International Journal of Learner Corpus Research 2 (2), 252-277, 2016
72016
Score-driven systemic risk signaling for european sovereign bond yields and cds spreads
RJ Lange, A Lucas, A Siegmann
Systemic Risk Tomography, 129-150, 2017
6*2017
The option value of vacant land: Don't build when demand for housing is booming
RJ Lange, CN Teulings
Tinbergen Institute Discussion Paper 2021-022/IV, 2021
52021
Bellman filtering for state-space models
RJ Lange
arXiv preprint arXiv:2008.11477, 2020
42020
The option value of vacant land and the optimal timing of city extensions
RJ Lange, CN Teulings
Tinbergen Institute Discussion Paper 2018-033/III, 2018
42018
In case of innovation
A Edwards, RJ Lange
Rethinking linguistic creativity in non-native Englishes 98, 121, 2018
32018
Brownian motion and multidimensional decision making
RJ Lange
University of Cambridge, 2012
32012
Interactions of time and technology as critical determinants of optimal climate-change policy
M Grubb, RJ Lange, N Cerkez, P Salas, I Sognnaes
Tinbergen Institute Discussion Paper 2020-083/VI, 2022
1*2022
Solving penalised American options for jump diffusions using the POST algorithm
JC Hessing, RJ Lange, D Ralph
Tinbergen Institute Discussion Paper 2022-003/IV, 2022
12022
Cost-benefit analysis of climate action in adaptive economic systems: a technology production and supply chain perspective
P Salas, JF Mercure, RJ Lange, M Grubb
Proceedings of the 38th IAEE International Conference, Antalya, Turkey, 2015
12015
Robust Observation-Driven Models Using Proximal-Parameter Updates
RJ Lange, B van Os, DJC van Dijk
Available at SSRN 4227958, 2022
2022
Poisson Optional Stopping Times as a Robust Numerical Method for Valuing Path-Dependant American Options with a Jump-Diffusion Process
JC Hessing, RJ Lange
2021
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