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A general framework for predicting returns from multiple currency investments
Christou, Costas - In: Journal of economic dynamics & control 22 (1998) 7, pp. 977-1000
Persistent link: https://www.econbiz.de/10001243972
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An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility
Abel, Andrew B. - In: Journal of economic dynamics & control 21 (1997) 4, pp. 831-852
Persistent link: https://www.econbiz.de/10001221212
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Exit, selection, and the value of firms
Hopenhayn, Hugo Andrés - In: Journal of economic dynamics & control 16 (1992) 3, pp. 621-653
Persistent link: https://www.econbiz.de/10001130440
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A Monte Carlo approach for the American put under stochastic interest rates
Lindset, Snorre; Lund, Arne-Christian - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1081-1105
Persistent link: https://www.econbiz.de/10003443353
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Filtering and identification of Heston's stochastic volatility model and its market risk
Aihara, ShinIchi; Bagchi, Arunabha - In: Journal of economic dynamics & control 30 (2006) 12, pp. 2363-2388
Persistent link: https://www.econbiz.de/10003395572
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Optimal multiple stopping models of reload options and shout options
Dai, Min; Kwok, Yue-Kuen - In: Journal of economic dynamics & control 32 (2008) 7, pp. 2269-2290
Persistent link: https://www.econbiz.de/10003732924
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The market for crash risk
Bates, David S. - In: Journal of economic dynamics & control 32 (2008) 7, pp. 2291-2321
Persistent link: https://www.econbiz.de/10003732926
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European option pricing and hedging with both fixed and proportional transaction costs
Zakamouline, Valeri I. - In: Journal of economic dynamics & control 30 (2006) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10003251094
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Investment under uncertainty and policy change
Pawlina, Grzegorz; Kort, Peter M. - In: Journal of economic dynamics & control 29 (2005) 7, pp. 1193-1209
Persistent link: https://www.econbiz.de/10002931662
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Options with combined reset rights on strike and maturity
Dai, Min; Kwok, Yue-Kuen - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1495-1515
Persistent link: https://www.econbiz.de/10003068718