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A robust hedging algorithm
Howe, M. A. - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
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Relaxing the cash-in-advance constraint at a fixed cost : are simple trigger-target portfolio rules optimal?
Corbae, Dean - In: Journal of economic dynamics & control 17 (1993) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10001136249
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Adjustment costs and indeterminacy in perfect foresight models
Georges, Christophre - In: Journal of economic dynamics & control 19 (1995) 1, pp. 39-50
Persistent link: https://www.econbiz.de/10001172968
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Optimal delta-hedging under transactions costs
Clewlow, Les - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1353-1376
Persistent link: https://www.econbiz.de/10001222045
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Transactions costs and portfolio choice in a discrete-continuous-time setting
Duffie, Darrell - In: Journal of economic dynamics & control 14 (1990) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10001085219
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Equilibrium theory of stock market crashes
Isaenko, Sergei - In: Journal of economic dynamics & control 60 (2015), pp. 73-94
Persistent link: https://www.econbiz.de/10011575075
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Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek; Kouwenberg, Roy; Vorst, Ton - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1045-1068
Persistent link: https://www.econbiz.de/10001734558
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The division of labor and the growth of government
Davis, Lewis S. - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1217-1235
Persistent link: https://www.econbiz.de/10001736092
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Utility based option evaluation with proportional transaction costs
Damgaard, Anders - In: Journal of economic dynamics & control 27 (2003) 4, pp. 667-700
Persistent link: https://www.econbiz.de/10001712762
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Existensce of stationary equilibrium in the markets for new and used durable goods
Konishi, Hideo; Sandfort, Michael T. - In: Journal of economic dynamics & control 26 (2002) 6, pp. 1029-1052
Persistent link: https://www.econbiz.de/10001654024