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Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo; Sawaki, Katsushige - In: Journal of mathematical finance 4 (2014) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
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Matching as a stochastic process
Bolle, Friedel; Otto, Philipp E. - In: Jahrbücher für Nationalökonomie und Statistik 236 (2016) 3, pp. 323-348
Persistent link: https://www.econbiz.de/10011659929
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Can the stochastic equilibrium job search models fit transition economies?
Woźniak, Marcin - In: Acta oeconomica : periodical of the Hungarian Academy … 65 (2015) 4, pp. 567-591
Persistent link: https://www.econbiz.de/10011736790
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Decisions to replace consumer durables goods : an econometric application of Wiener and renewal processes
Fernández, Viviana - In: The review of economics and statistics 82 (2000) 3, pp. 452-461
Persistent link: https://www.econbiz.de/10001510650
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The economic threshold with a stochastic pest population : a real options approach
Saphores, Jean-Daniel - In: American journal of agricultural economics 82 (2000) 3, pp. 541-555
Persistent link: https://www.econbiz.de/10001500407
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Recursive macroeconomic theory
Ljungqvist, Lars; Sargent, Thomas J. - 2000
Persistent link: https://www.econbiz.de/10001484150
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - In: Finance and stochastics 4 (2000) 2, pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
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Consumption-investment problems with transaction costs : survey and open problems
Cadenillas, Abel - In: Mathematical methods of operations research 51 (2000) 1, pp. 43-68
Persistent link: https://www.econbiz.de/10001488326
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The connection between optimal stopping problems and optimal control problems in discrete time
Leahy, John Vincent - 1993
Persistent link: https://www.econbiz.de/10000883314
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233