//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economic dynamics & control"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimating early exercise prem...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
130
Optionspreistheorie
130
Theorie
66
Theory
66
Option trading
47
Optionsgeschäft
47
State space model
40
Stochastic process
40
Stochastischer Prozess
40
Zustandsraummodell
40
Volatility
38
Volatilität
38
Portfolio selection
27
Portfolio-Management
27
Derivat
22
Derivative
22
Estimation
21
Schätzung
20
Hedging
16
Time series analysis
16
Zeitreihenanalyse
16
CAPM
13
Stochastic volatility
11
Black-Scholes model
10
Black-Scholes-Modell
10
Transaction costs
10
Transaktionskosten
10
Estimation theory
9
Markov chain
9
Markov-Kette
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Schätztheorie
9
Statistical distribution
9
Statistische Verteilung
9
Business cycle
7
Credit risk
7
Konjunktur
7
Kreditrisiko
7
Real options analysis
7
more ...
less ...
Online availability
All
Undetermined
65
Type of publication
All
Article
180
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
182
Aufsatz in Zeitschrift
182
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
183
Author
All
Dai, Min
5
Zenios, Stauros Andrea
4
Aguiar-Conraria, Luís
3
Branger, Nicole
3
Broadie, Mark
3
Chang, Chien-hung
3
Chiarella, Carl
3
Das, Sanjiv R.
3
Elliott, Robert J.
3
Fabozzi, Frank J.
3
Glasserman, Paul
3
Kort, Peter M.
3
Leisen, Dietmar
3
Lin, Yueh-neng
3
Martins, Manuel Mota Freitas
3
Soares, Maria Joana
3
Zhang, Jin E.
3
Badescu, Alexandru
2
Boyle, Phelim P.
2
Breton, Michèle
2
Bu, Di
2
Cai, Ning
2
Chan, Joshua
2
Chen, Wen-ting
2
Cheng, Jun
2
Consiglio, Andrea
2
Cui, Zhenyu
2
Damgaard, Anders
2
Duan, Jin-Chuan
2
Forsyth, Peter A.
2
Harvey, Andrew C.
2
Ibraimi, Meriton
2
Jondeau, Eric
2
Joshi, Mark S.
2
Kim, Bara
2
Kim, Jerim
2
Koopman, Siem Jan
2
Kwok, Yue-Kuen
2
Lefoll, Jean
2
Leippold, Markus
2
more ...
less ...
Published in...
All
Journal of economic dynamics & control
International journal of theoretical and applied finance
504
The journal of futures markets
406
Journal of banking & finance
281
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
The journal of computational finance
257
Applied mathematical finance
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
Finance research letters
236
Finance and stochastics
234
Quantitative finance
214
Review of derivatives research
187
Computational economics
163
Economic modelling
150
European journal of operational research : EJOR
146
The North American journal of economics and finance : a journal of financial economics studies
143
Insurance / Mathematics & economics
142
Discussion paper / Tinbergen Institute
139
Energy economics
137
International journal of financial engineering
126
Journal of econometrics
124
International review of financial analysis
123
Journal of mathematical finance
111
Risks : open access journal
110
International review of economics & finance : IREF
109
Journal of financial economics
107
NBER working paper series
107
Applied economics
104
Research paper series / Swiss Finance Institute
103
The European journal of finance
103
Working paper / National Bureau of Economic Research, Inc.
102
Applied economics letters
99
Economics letters
88
Asia-Pacific financial markets
85
Journal of financial and quantitative analysis : JFQA
85
Journal of risk and financial management : JRFM
85
NBER Working Paper
80
The journal of finance : the journal of the American Finance Association
80
The review of financial studies
78
Working paper
76
more ...
less ...
Source
All
ECONIS (ZBW)
183
Showing
1
-
10
of
183
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies
Joshi, Mark S.
;
Tang, Robert
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 25-45
Persistent link: https://www.econbiz.de/10010424450
Saved in:
3
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
4
Super-exponential growth expectations and the global financial crisis
Leiss, Matthias
;
Nax, Heinrich H.
;
Sornette, Didier
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011587105
Saved in:
5
Investment and uncertainty with time to build : evidence from entry into U.S.
copper
mining
Marmer, Vadim
;
Slade, Margaret Emily
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 233-254
Persistent link: https://www.econbiz.de/10012004929
Saved in:
6
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:
7
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
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->