Narrow search
Showing 1 - 10 of 2,600
Cover Image
Valuation of stock loans with jump risk
Cai, Ning; Sun, Lihua - In: Journal of economic dynamics & control 40 (2014), pp. 213-241
Persistent link: https://www.econbiz.de/10010424378
Cover Image
Corporate credit risk prediction under stochastic volatility and jumps
Bu, Di; Liao, Yin - In: Journal of economic dynamics & control 47 (2014), pp. 263-281
Persistent link: https://www.econbiz.de/10010485852
Cover Image
Premia for correlated default risk
Azizpour, Shahriar; Giesecke, Kay; Kim, Baeho - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1340-1357
Persistent link: https://www.econbiz.de/10009241405
Cover Image
Pricing external barrier options in a regime-switching model
Kim, Jerim; Kim, Jeongsim; Yoo, Hyun Joo; Kim, Bara - In: Journal of economic dynamics & control 53 (2015), pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Cover Image
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang; Zhu, Song-Ping - In: Journal of economic dynamics & control 71 (2016), pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Cover Image
Optimal investment of variance-swaps in jump-diffusion market with regime-switching
Bo, Lijun; Tang, Dan; Wang, Yongjin - In: Journal of economic dynamics & control 83 (2017), pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Cover Image
Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian - In: Journal of economic dynamics & control 95 (2018), pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Cover Image
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of economic dynamics & control 88 (2018), pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
Cover Image
Estimating redenomination risk under Gumbel–Hougaard survival copulas
Cherubini, Umberto - In: Journal of economic dynamics & control 133 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10014535826
Cover Image
Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Horvath, Jaroslav - In: Journal of economic dynamics & control 112 (2020), pp. 1-41
Persistent link: https://www.econbiz.de/10012502310