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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
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Special issue: Dynamic stochastic general equilibrium (DSGE) modeling
Canzoneri, Matthew B. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003745388
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On the application and use of DSGE models
Álvarez Lois, Pedro Pablo; Harrison, Richard T.; … - In: Journal of economic dynamics & control 32 (2008) 8, pp. 2428-2452
Persistent link: https://www.econbiz.de/10003745406
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Approximating volatility diffusions with CEV-ARCH models
Fornari, Fabio; Mele, Antonio - In: Journal of economic dynamics & control 30 (2006) 6, pp. 931-966
Persistent link: https://www.econbiz.de/10003327657
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Testing for sign and amplitude asymmetries using threshold autoregressions
Coakley, Jerry; Fuertes, Ana María - In: Journal of economic dynamics & control 30 (2006) 4, pp. 623-654
Persistent link: https://www.econbiz.de/10003305474
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Credit contagion and aggregate losses
Giesecke, Kay; Weber, Stefan - In: Journal of economic dynamics & control 30 (2006) 5, pp. 741-767
Persistent link: https://www.econbiz.de/10003317075
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A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
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Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki; Shoji, Isao - In: Journal of economic dynamics & control 33 (2009) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
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Optimal harvesting under resource stock and price uncertainty
Alvarez, Luis H. R.; Koskela, Erkki - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2461-2485
Persistent link: https://www.econbiz.de/10003485162
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Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
Sennewald, Ken - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1106-1131
Persistent link: https://www.econbiz.de/10003443356