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  2. List of unsolved problems in economics - Wikipedia

    en.wikipedia.org/wiki/List_of_unsolved_problems...

    Transformation problem: The transformation problem is the problem specific to Marxist economics, and not to economics in general, of finding a general rule by which to transform the values of commodities based on socially necessary labour time into the competitive prices of the marketplace. The essential difficulty is how to reconcile profit in ...

  3. Econophysics - Wikipedia

    en.wikipedia.org/wiki/Econophysics

    Econophysics is a non-orthodox (in economics) interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics.

  4. Monte Carlo methods in finance - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_in_finance

    Many problems in mathematical finance entail the computation of a particular integral (for instance the problem of finding the arbitrage-free value of a particular derivative). In many cases these integrals can be valued analytically , and in still more cases they can be valued using numerical integration , or computed using a partial ...

  5. Computational economics - Wikipedia

    en.wikipedia.org/wiki/Computational_economics

    Computational economics uses computer-based economic modeling to solve analytically and statistically formulated economic problems. A research program, to that end, is agent-based computational economics (ACE), the computational study of economic processes, including whole economies, as dynamic systems of interacting agents. [4]

  6. Optimal stopping - Wikipedia

    en.wikipedia.org/wiki/Optimal_stopping

    There are generally two approaches to solving optimal stopping problems. [4] When the underlying process (or the gain process) is described by its unconditional finite-dimensional distributions , the appropriate solution technique is the martingale approach, so called because it uses martingale theory, the most important concept being the Snell ...

  7. Economic problem - Wikipedia

    en.wikipedia.org/wiki/Economic_problem

    There are various factors affecting economic growth. The problems of economic growth have been discussed by numerous growth models, including the Harrod-Domar model, the neoclassical growth models of Solow and Swan, and the Cambridge growth models of Kaldor and Joan Robinson. This part of the economic problem is studied in the economies of ...

  8. Financial economics - Wikipedia

    en.wikipedia.org/wiki/Financial_economics

    Financial economics studies how rational investors would apply decision theory to investment management.The subject is thus built on the foundations of microeconomics and derives several key results for the application of decision making under uncertainty to the financial markets.

  9. Ramsey problem - Wikipedia

    en.wikipedia.org/wiki/Ramsey_problem

    An easier way to solve this problem in a two-output context is the Ramsey condition. According to Ramsey, in order to minimize deadweight losses, one must increase prices to rigid and elastic demands/supplies in the same proportion, in relation to the prices that would be charged at the first-best solution (price equal to marginal cost).