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The valuation of American barr...
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Journal of economic dynamics & control
The journal of futures markets
397
European journal of operational research : EJOR
233
Energy economics
207
Journal of banking & finance
184
International journal of theoretical and applied finance
173
IMF Working Papers
148
Discussion paper series / IZA
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International review of financial analysis
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Finance research letters
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73
NBER Working Paper
73
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69
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SpringerLink / Bücher
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The journal of derivatives : the official publication of the International Association of Financial Engineers
66
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IZA Discussion Paper
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The review of financial studies
53
Advances in futures and options research : a research annual
52
Die Bank
49
The North American journal of economics and finance : a journal of financial economics studies
48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Finance and stochastics
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Saved in:
2
Decomposing the integrated assessment of climate change
Böhringer, Christoph
;
Löschel, Andreas
;
Rutherford, …
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 683-702
Persistent link: https://www.econbiz.de/10003412335
Saved in:
3
Integrated assessment of energy policies : decomposing top-down and bottom-up
Böhringer, Christoph
;
Rutherford, Thomos F.
- In:
Journal of economic dynamics & control
33
(
2009
)
9
,
pp. 1648-1661
Persistent link: https://www.econbiz.de/10003875349
Saved in:
4
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 69-92
Persistent link: https://www.econbiz.de/10010425019
Saved in:
5
Correlated income shocks and excess smoothness of consumption
Hryshko, Dmytro
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 41-62
Persistent link: https://www.econbiz.de/10010485838
Saved in:
6
Computing solutions to moral-hazard programs using the Dantzig-Wolfe decomposition algorithm
Prescott, Edward Simpson
- In:
Journal of economic dynamics & control
28
(
2004
)
4
,
pp. 777-800
Persistent link: https://www.econbiz.de/10001854490
Saved in:
7
Estimating seemingly unrelated regression models with vector autoregressive disturbances
Foschi, Paolo
;
Kontoghiorghes, Erricos John
- In:
Journal of economic dynamics & control
28
(
2003
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10001794313
Saved in:
8
Latent variables analysis in structural models : A new decomposition of the kalman smoother
Chung, Hess
;
Fuentes-Albero, Cristina
;
Paustian, Matthias
; …
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012667010
Saved in:
9
Capital misallocation : cyclicality and sources
Alam, M. Jahangir
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502306
Saved in:
10
Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Grant, Angelia L.
;
Chan, Joshua
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 114-121
Persistent link: https://www.econbiz.de/10011817152
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