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Lange, Rutger-Jan [Author]

Bellman filtering for state-space models - [Revision: 8 January 2021]

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Amsterdam, The Netherlands: Tinbergen Institute, [2021]

Published in: Tinbergen Institute: Discussion paper ; 2020,52
Lange, Rutger Jan [Author]

Bellman filtering for state-space models

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http://hdl.handle.net/10419/229672

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Amsterdam and Rotterdam: Tinbergen Institute, 2021
Lange, Rutger‐Jan [Author]

Bellman Filtering for State-Space Models

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https://ssrn.com/abstract=3682036

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[S.l.]: SSRN, [2020]

Published in: Tinbergen Institute Discussion Paper 2020-052/III
Lange, Rutger‐Jan [Author] ; Teulings, Coen N. [Other]

The Option Value of Vacant Land and the Optimal Timing of City Extensions

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[S.l.]: SSRN, [2018]

Published in: Tinbergen Institute Discussion Paper 2018-033/III
Lange, Rutger‐Jan [Author] ; Lucas, Andre [Other]; Siegmann, Arjen [Other]

Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads

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[S.l.]: SSRN, [2016]

Published in: Tinbergen Institute Discussion Paper 16-064/IV
Lange, Rutger-Jan [Author]

Brownian motion and multidimensional decision making

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http://www.dspace.cam.ac.uk/handle/1810/243402

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[Erscheinungsort nicht ermittelbar]: University of Cambridge; Judge Business School; King's College; Electricity Policy Research Group (EPRG), 2012
Lange, Rutger-Jan [Author]; Teulings, Coen N. [Author]

The option value of vacant land : don't build when demand for housing is booming

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https://papers.tinbergen.nl/21022.pdf

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Amsterdam, The Netherlands: Tinbergen Institute, [2021]

Published in: Tinbergen Institute: Discussion paper ; 2021,22
Lange, Rutger‐Jan [Author]; Teulings, Coen N. [Author]

The Option Value of Vacant Land : Don't Build when Demand for Housing Is Booming

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https://ssrn.com/abstract=3797199

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[S.l.]: SSRN, [2021]

Published in: Tinbergen Institute Discussion Paper 2021-022/IV
Lange, Rutger-Jan [Author]; Teulings, Coen N. [Author]

The option value of vacant land: Don't build when demand for housing is booming

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http://hdl.handle.net/10419/237755

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Amsterdam and Rotterdam: Tinbergen Institute, 2021
Lange, Rutger-Jan [Author]; Teulings, Coen N. [Author]

The option value of vacant land and the optimal timing of city extensions

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http://www.tinbergen.nl/discussionpaper/?paper=2896

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Amsterdam, The Netherlands: Tinbergen Institute, [2018]

Published in: Tinbergen Institute: Discussion paper ; 2018,33
Lange, Rutger-Jan [Author]; Teulings, Coen N. [Author]

The option value of vacant land and the optimal timing of city extensions

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http://hdl.handle.net/10419/177723

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Amsterdam and Rotterdam: Tinbergen Institute, 2018
Niesert, Robin [Author] ; Oorschot, Jochem [Other]; Veldhuisen, Chris [Other]; Brons, Kester [Other]; Lange, Rutger‐Jan [Other]

Can Google Search Data Help Predict Macroeconomic Series?

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https://ssrn.com/abstract=3353123

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[S.l.]: SSRN, [2019]

Published in: Tinbergen Institute Discussion Paper 2019-021/III
Lange, Rutger-Jan [Author]; Os, Bram van [Author]; Dijk, Dick van [Author]

Robust observation-driven models using proximal-parameter updates

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https://papers.tinbergen.nl/22066.pdf

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Amsterdam, The Netherlands: Tinbergen Institute, [2022]

Published in: Tinbergen Institute: Discussion paper ; 2022,66
Lange, Rutger-Jan [Author]; van Os, Bram [Author]; van Dijk, Dick [Author]

Robust Observation-Driven Models Using Proximal-Parameter Updates

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http://hdl.handle.net/10419/265842

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Amsterdam and Rotterdam: Tinbergen Institute, 2022
Hessing, Jean-Claude [Author]; Lange, Rutger-Jan [Author]; Ralph, Daniel [Author]

Solving penalised American options for jump diffusions using the POST algorithm

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https://papers.tinbergen.nl/22007.pdf

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Amsterdam, The Netherlands: Tinbergen Institute, [2022]

Published in: Tinbergen Institute: Discussion paper ; 2022,7
Hessing, Jean-Claude [Author]; Lange, Rutger‐Jan [Author]; Ralph, Daniel [Author]

Solving penalised American options for jump diffusions using the POST algorithm

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https://ssrn.com/abstract=4020223

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[S.l.]: SSRN, [2022]

Published in: Tinbergen Institute Discussion Paper 2022-003/IV
Hessing, Jean-Claude [Author]; Lange, Rutger-Jan [Author]; Ralph, Daniel [Author]

Solving penalised American options for jump diffusions using the POST algorithm

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http://hdl.handle.net/10419/263927

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Amsterdam and Rotterdam: Tinbergen Institute, 2022
Lange, Rutger-Jan [Author]; Lucas, Andre [Author]; Siegmann, Arjen H. [Author]

Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads

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http://hdl.handle.net/10419/149468

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Amsterdam and Rotterdam: Tinbergen Institute, 2016
Grubb, Michael [Author]; Lange, Rutger-Jan [Author]; Cerkez, Nicolas [Author]; Salas, Pablo [Author]; Sognnaes, Ida [Author]

Dynamic determinants of optimal global climate policy - [Revision: September 2023]

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https://papers.tinbergen.nl/23063.pdf

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Amsterdam, The Netherlands: Tinbergen Institute, [2023]

Published in: Tinbergen Institute: Discussion paper ; 2023,63
Grubb, Michael [Author]; Lange, Rutger-Jan [Author]; Cerkez, Nicolas [Author]; Salas, Pablo [Author]; Sognnaes, Ida [Author]

Dynamic determinants of optimal global climate policy

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http://hdl.handle.net/10419/282876

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Amsterdam and Rotterdam: Tinbergen Institute, 2023

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