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Journal of economic dynamics & control
MPRA Paper
228
The journal of futures markets
194
International journal of theoretical and applied finance
112
IZA Discussion Papers
106
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2903-2938
Persistent link: https://www.econbiz.de/10003775152
Saved in:
2
Call market book information and efficiency
Arifovic, Jasmina
;
Ledyard, John O.
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1971-2000
Persistent link: https://www.econbiz.de/10003487860
Saved in:
3
Analysis of quadrature methods for pricing discrete barrier options
Fusai, Gianluca
;
Recchioni, Maria Cristina
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 826-860
Persistent link: https://www.econbiz.de/10003421624
Saved in:
4
A lattice algorithm for pricing moving average barrier options
Dai, Min
;
Li, Peifan
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
34
(
2010
)
3
,
pp. 542-554
Persistent link: https://www.econbiz.de/10003966493
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5
Behavioral heterogeneity in the option market
Frijns, Bart
;
Lehnert, Thorsten
;
Zwinkels, Remco C. J.
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2273-2287
Persistent link: https://www.econbiz.de/10009008886
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6
Practical policy iteration : generic methods for obtaining rapid and tight bounds for Bermudan exotic derivatives using Monte Carlo simulation
Beveridge, Christopher
;
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1342-1361
Persistent link: https://www.econbiz.de/10009751160
Saved in:
7
Pricing Parisian and Parasian options analytically
Zhu, Song-ping
;
Chen, Wen-ting
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 875-896
Persistent link: https://www.econbiz.de/10009726170
Saved in:
8
Evaluating callable and putable bonds : an eigenfunction expansion approach
Lim, Dongjae
;
Li, Lingfei
;
Linetsky, Vadim
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1888-1908
Persistent link: https://www.econbiz.de/10009701917
Saved in:
9
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
10
Asymmetry in the jump-size distribution of the S&P 500 : evidence from equity and option markets
Kaeck, Andreas
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1872-1888
Persistent link: https://www.econbiz.de/10009786062
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