Wednesday, July 16

10:30 AM-12:30 PM
Chair: Agapi Somwaru, ERS, Washington, DC
Tresidder Union, Cypress Room

Economics and Finance

10:30 Analytical Approximate Solutions of American Exotic Options
Qiang Zhang and Titiana Kuznetsova, State University of New York, Stony Brook
10:45 Pricing American Options by Domain Decomposition -- A Free Boundary Problem
Mingjun Liu, University of Wyoming
11:00 Numerical Methods in Option Pricing: Model-Driven Approach vs. Data-Driven Approach
Woh-Chiang Lee, Van Nung Institute of Technology, Taiwan, Republic of China; and Shu-Heng Chen, National Chengchi University, Taiwan, Republic of China
11:15 Estimation of Asset Demands by Heterogeneous Agents
Rita L. D'Ecclesia, Universitat di Urbino, Italy; and Stavros A. Zenios, University of Cyprus, Cyprus
11:30 An Intertemporal Global CGE Model for Analyzing Dynamic Adjustments
Agapi Somwaru and Xinshen Diao, ERS, Washington, DC
11:45 Modification for Gompertz Function by Using Locally Convex Functions
Kunio Oshima, Science University of Tokyo, Japan; and Ichiro Hofuku, Tokyo Metropolitan College of Technology, Japan

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LMH, 3/6/97
MMD, 4/1/97 tjf, 5/29/97