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~isPartOf:"Journal of economic dynamics & control"
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ECONIS (ZBW)
231
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1
Intensity-based framework and penalty formulation of optimal stopping problems
Dai, Min
;
Kwok, Yue-Kuen
;
You, Hong
- In:
Journal of economic dynamics & control
31
(
2007
)
12
,
pp. 3860-3880
Persistent link: https://www.econbiz.de/10003569838
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2
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger
;
Backhaus, Jochen
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Saved in:
3
Mortgage loan portfolio optimization using multi-stage stochastic programming
Rasmussen, Kourosh Marjani
;
Clausen, Jens
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 742-766
Persistent link: https://www.econbiz.de/10003421535
Saved in:
4
The pricing of credit risk derivatives
Pierides, Yiannos A.
- In:
Journal of economic dynamics & control
21
(
1997
)
10
,
pp. 1579-1611
Persistent link: https://www.econbiz.de/10001224143
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5
Prices and investment with collateral and default
Magill, Michael
;
Quinzii, Martine
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 111-132
Persistent link: https://www.econbiz.de/10011474274
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6
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego
;
Boudreault, Mathieu
;
McLeish, Don L.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
Saved in:
7
Measuring the covariance risk of consumer debt portfolios
Madeira, Carlos
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 21-38
Persistent link: https://www.econbiz.de/10012131094
Saved in:
8
Income inequality, consumption, credit and credit risk in a data-driven agent-based model
Papadopoulos, Georgios
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 39-73
Persistent link: https://www.econbiz.de/10012131096
Saved in:
9
Bank assets, liquidity and credit cycles
Lubello, Federico
;
Petrella, Ivan
;
Santoro, Emiliano
- In:
Journal of economic dynamics & control
105
(
2019
),
pp. 265-282
Persistent link: https://www.econbiz.de/10012131969
Saved in:
10
The role of bank relationships in the interbank market
Temizsoy, Asena
;
Iori, Giulia
;
Montes-Rojas, Gabriel
- In:
Journal of economic dynamics & control
59
(
2015
),
pp. 118-141
Persistent link: https://www.econbiz.de/10011575061
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