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Computation of reservation prices of options with proportional transaction costs
Damgaard, Anders - In: Journal of economic dynamics & control 30 (2006) 3, pp. 415-444
Persistent link: https://www.econbiz.de/10003289311
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Option pricing with an illiquid underlying asset market
Liu, Hong; Yong, Jiongmin - In: Journal of economic dynamics & control 29 (2005) 12, pp. 2125-2156
Persistent link: https://www.econbiz.de/10003214774
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European option pricing and hedging with both fixed and proportional transaction costs
Zakamouline, Valeri I. - In: Journal of economic dynamics & control 30 (2006) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10003251094
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Investment under uncertainty and policy change
Pawlina, Grzegorz; Kort, Peter M. - In: Journal of economic dynamics & control 29 (2005) 7, pp. 1193-1209
Persistent link: https://www.econbiz.de/10002931662
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Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt
Hanke, Michael - In: Journal of economic dynamics & control 29 (2005) 3, pp. 389-421
Persistent link: https://www.econbiz.de/10002611092
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Randomized quasi-Monte Carlo methods in pricing securities
Ökten, Giray; Eastman, Warren - In: Journal of economic dynamics & control 28 (2004) 12, pp. 2399-2426
Persistent link: https://www.econbiz.de/10002370021
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Options with combined reset rights on strike and maturity
Dai, Min; Kwok, Yue-Kuen - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1495-1515
Persistent link: https://www.econbiz.de/10003068718
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Option valuation with co.integrated asset prices
Duan, Jin-Chuan; Pliska, Stanley R. - In: Journal of economic dynamics & control 28 (2004) 4, pp. 727-754
Persistent link: https://www.econbiz.de/10001854468
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Long-term risk management of nuclear waste : a real options approach
Loubergé, Henri; Villeneuve, Stéphane; Chesney, Marc - In: Journal of economic dynamics & control 27 (2002) 1, pp. 157-180
Persistent link: https://www.econbiz.de/10001703389
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Option prices under Bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo; Timmermann, Allan - In: Journal of economic dynamics & control 27 (2003) 5, pp. 717-769
Persistent link: https://www.econbiz.de/10001719690