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Speculative behavior and the dynamics of interacting stock markets
Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic dynamics & control 45 (2014), pp. 262-288
Persistent link: https://www.econbiz.de/10010474426
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Learning to predict rationally when beliefs are heterogeneous
Wenzelburger, Jan - In: Journal of economic dynamics & control 28 (2004) 10, pp. 2075-2104
Persistent link: https://www.econbiz.de/10002100159
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Who inflates the bubble? : forecasters and traders in experimental asset markets
Giamattei, Marcus; Huber, Jürgen; Lambsdorff, Johann; … - In: Journal of economic dynamics & control 110 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012501308
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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
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Optimal growth with pollution : how to use pollution permits?
Jouvet, Pierre-André; Michel, Philippe; Rotillon, Gilles - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1597-1609
Persistent link: https://www.econbiz.de/10003068821
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Dynamic taxes and quotas with learning
Costello, Christopher J.; Karp, Larry S. - In: Journal of economic dynamics & control 28 (2004) 8, pp. 1661-1680
Persistent link: https://www.econbiz.de/10001966295
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Flexibility premium of emissions permits
Taschini, Luca - In: Journal of economic dynamics & control 126 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012667897
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On current and future carbon prices in a risky world
Olijslagers, Stan; Ploeg, Frederick van der; … - In: Journal of economic dynamics & control 146 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014478153
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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
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Pricing of CDOs based on the multivariate Wang transform
Kijima, Masaaki; Motomiya, Shin-ichi; Suzuki, Yoichi - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2259-2272
Persistent link: https://www.econbiz.de/10009008889