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The role of spatial scale in the timing of uncertain environmental policy
Sims, Charles; Finnoff, David - In: Journal of economic dynamics & control 36 (2012) 3, pp. 369-382
Persistent link: https://www.econbiz.de/10009515968
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A Monte Carlo approach for the American put under stochastic interest rates
Lindset, Snorre; Lund, Arne-Christian - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1081-1105
Persistent link: https://www.econbiz.de/10003443353
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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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Approximate arbitrage-free option pricing under the SABR model
Yang, Nian; Chen, Nan; Liu, Yanchu; Wan, Xiangwei - In: Journal of economic dynamics & control 83 (2017), pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
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CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang; Yang, Wensheng; Cui, Zhenyu - In: Journal of economic dynamics & control 128 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
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Structural estimation of real options models
Gamba, Andrea; Tesser, Matteo - In: Journal of economic dynamics & control 33 (2009) 4, pp. 798-816
Persistent link: https://www.econbiz.de/10003844040
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Real options and contingent convertibles with regime switching
Luo, Pengfei; Yang, Zhaojun - In: Journal of economic dynamics & control 75 (2017), pp. 122-135
Persistent link: https://www.econbiz.de/10011817155
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Hysteresis due to irreversible exit : addressing the option to mothball
Guerra, Manuel; Kort, Peter M.; Nunes, Cláudia; … - In: Journal of economic dynamics & control 92 (2018), pp. 69-83
Persistent link: https://www.econbiz.de/10011974233
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Investing in electricity production under a reliability options scheme
Fontini, Fulvio; Vargiolu, Tiziano; Zormpas, Dimitrios - In: Journal of economic dynamics & control 126 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012667919
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A model for irreversible investment with construction and revenue uncertainty
Thijssen, Jacco J. J. - In: Journal of economic dynamics & control 57 (2015), pp. 250-266
Persistent link: https://www.econbiz.de/10011574628