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A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu; Li, Lingfei - In: Journal of economic dynamics & control 152 (2023), pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
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Cycles in non renewable resource prices with pollution and learning-by-doing
Chakravorty, Ujjayant; Leach, Andrew J.; Moreaux, Michel - In: Journal of economic dynamics & control 36 (2012) 10, pp. 1448-1461
Persistent link: https://www.econbiz.de/10009701977
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Dynamic oligopolistic games under uncertainty : a stochastic programming approach
Genc, Talat S.; Reynolds, Stanley S.; Sen, Suvrajeet - In: Journal of economic dynamics & control 31 (2007) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10003404849
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How does the sensitivity of consumption to income vary over time? : international evidence
Islamaj, Ergys; Kose, M. Ayhan - In: Journal of economic dynamics & control 72 (2016), pp. 169-179
Persistent link: https://www.econbiz.de/10011708878
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An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P. (contributor) - In: Journal of economic dynamics & control 19 (1995) 3, pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
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Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham - In: Journal of economic dynamics & control 20 (1996) 6, pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
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Optimal hedging and equilibrium in a dynamic futures market
Duffie, Darrell - In: Journal of economic dynamics & control 14 (1990) 1, pp. 21-33
Persistent link: https://www.econbiz.de/10001085221
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Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin - In: Journal of economic dynamics & control 106 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
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Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of economic dynamics & control 86 (2018), pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
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Interest rate swaps and corporate default
Jermann, Urban J.; Yue, Vivian Z. - In: Journal of economic dynamics & control 88 (2018), pp. 104-120
Persistent link: https://www.econbiz.de/10011973928