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~isPartOf:"Journal of economic dynamics & control"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Long, Ngo Van"
~type_genre:"Article in journal"
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Theorie
9
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9
Option pricing theory
3
Optionspreistheorie
3
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2
Erschöpfbare Ressourcen
2
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2
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2
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Bosnian
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Fabozzi, Frank J.
Long, Ngo Van
Hommes, Cars H.
27
Kort, Peter M.
27
Turnovsky, Stephen J.
17
Dawid, Herbert
16
Arifovic, Jasmina
15
Chiarella, Carl
15
Gallegati, Mauro
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Kollmann, Robert
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Den Haan, Wouter J.
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Feichtinger, Gustav
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Judd, Kenneth L.
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He, Xue-zhong
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Hughes Hallett, Andrew
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Levine, Paul
12
Semmler, Willi
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Westerhoff, Frank H.
12
Anufriev, Mikhail
11
Brock, William A.
11
Evans, George W.
10
Farmer, J. Doyne
10
Hanaki, Nobuyuki
10
Reiter, Michael
10
Rustem, Berç
10
Dai, Min
9
Juillard, Michel
9
Jørgensen, Steffen
9
Lux, Thomas
9
Boucekkine, Raouf
8
Branch, William A.
8
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8
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8
Hartl, Richard F.
8
Honkapohja, Seppo
8
Iori, Giulia
8
Ireland, Peter N.
8
Li, Duan
8
Li, Kai
8
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Journal of economic dynamics & control
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
Review of international economics
13
International journal of theoretical and applied finance
12
Applied economics
11
Journal of banking & finance
10
Dynamic games and applications : DGA
9
European journal of operational research : EJOR
9
Finance research letters
9
The journal of fixed income : JFI
9
Economics letters
8
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
8
Applied financial economics
7
The Japanese economic review : the journal of the Japanese Economic Association
7
Computational economics
6
European journal of political economy
6
International review of financial analysis
6
International economic review
5
Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of derivatives : JOD
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
European economic review : EER
4
European financial management : the journal of the European Financial Management Association
4
Journal of international economics
4
Pacific economic review
4
The Scandinavian journal of economics
4
The journal of asset management
4
The journal of structured finance
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
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Applied financial economics letters
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Australian economic papers
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Insurance / Mathematics & economics
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ECONIS (ZBW)
16
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16
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Quality and price personalization under customer recognition : a dynamic monopoly model with contrasting equilibria
Laussel, Didier
;
Long, Ngo Van
;
Resende, Joana
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012502558
Saved in:
3
Capital-labor substitution, structural change and the labor income share
Alvarez-Cuadrado, Francisco
;
Long, Ngo Van
;
Poschke, Markus
- In:
Journal of economic dynamics & control
87
(
2018
),
pp. 206-231
Persistent link: https://www.econbiz.de/10011973906
Saved in:
4
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
5
Piecewise closed-loop equilibria in differential games with regime switching strategies
Long, Ngo Van
;
Prieur, Fabien
;
Tidball, Mabel
;
Puzon, …
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 264-284
Persistent link: https://www.econbiz.de/10011817221
Saved in:
6
Extracting market information from equity options with exponential Lévy processes
Fabozzi, Frank J.
;
Leccadito, Arturo
;
Tunaru, Radu S.
- In:
Journal of economic dynamics & control
38
(
2014
),
pp. 125-141
Persistent link: https://www.econbiz.de/10010387852
Saved in:
7
Large shareholders, monitoring, and ownership dynamics : toward pure managerial firms?
Hilli, Amal
;
Laussel, Didier
;
Long, Ngo Van
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 666-679
Persistent link: https://www.econbiz.de/10009710474
Saved in:
8
The relative income hypothesis
Alvarez-Cuadrado, Francisco
;
Long, Ngo Van
- In:
Journal of economic dynamics & control
35
(
2011
)
9
,
pp. 1489-1501
Persistent link: https://www.econbiz.de/10009306501
Saved in:
9
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
Saved in:
10
Can financial intermediation induce endogenous fluctuations
Banerji, Sanjay
;
Bhattacharya, Joydeep
;
Long, Ngo Van
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2215-2238
Persistent link: https://www.econbiz.de/10002171924
Saved in:
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