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  • Search: subject:"Tree model"
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Year of publication
Subject
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Theorie 13 Theory 13 CAPM 9 Lucas Tree Model 8 Allgemeines Gleichgewicht 7 General equilibrium 7 Option pricing theory 7 Optionspreistheorie 7 Incomplete market 6 Portfolio selection 6 Portfolio-Management 6 Unvollkommener Markt 6 Binomial tree model 5 Experiment 5 Stochastic process 5 Stochastischer Prozess 5 Barter economy 4 Consumption Smoothing 4 Decision tree 4 Decision tree model 4 Entscheidungsbaum 4 Financial market 4 Finanzmarkt 4 Forecasting model 4 General Equilibrium 4 Intertemporal Choice 4 Intertemporal choice 4 Intertemporale Entscheidung 4 Lucas tree model 4 Option trading 4 Optionsgeschäft 4 Prognoseverfahren 4 Tauschwirtschaft 4 Volatility 4 Volatilität 4 Asset Market Experiment 3 Bewley Incomplete Markets 3 Black-Scholes model 3 Black-Scholes-Modell 3 Credit Market 3
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Online availability
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Undetermined 25 Free 24 CC license 1
Type of publication
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Article 44 Book / Working Paper 11 Other 1
Type of publication (narrower categories)
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Article in journal 30 Aufsatz in Zeitschrift 30 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Working Paper 5 Article 4 Hochschulschrift 2 Thesis 2 Conference paper 1 Konferenzbeitrag 1
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Language
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English 43 Undetermined 13
Author
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Cass, David 5 Pavlova, Anna 5 Carbone, Enrica 3 Hey, John Denis 3 Neugebauer, Tibor 3 Crockett, Sean 2 Duffy, John 2 Hatchondo, Juan Carlos 2 Hilbig, Benjamin E. 2 Izhar, Tengku Adil Tengku 2 Jia, Zihao 2 Lee, Doowon 2 Lee, Philseok 2 Li, Yameng 2 Mahmoudi, Nader 2 Melia, Adrian 2 Paolucci, Francesco 2 Torabi, Torab 2 Wang, Xingwei 2 Allen, Theodore T. 1 Baptiste, Julien 1 Batchelder, William 1 Bhatti, M. Ishaq 1 Bhatti, Muhammad Ishaq 1 Burkovska, O. 1 Cai, Yanpeng 1 Cao, Hong 1 Chen, Jiajun 1 Chudzian, Joanna 1 Coolen, Frank P. A. 1 Coolen-Maturi, Tahani 1 Dai, Chao 1 Dai, Tian-Shyr 1 Dolan, Conor 1 Espino, Emilio 1 Fabozzi, Frank J. 1 Feng, Lingbing 1 Fu, Tong 1 Gass, M. 1 Glau, Kathrin 1
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Institution
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Sloan School of Management, Massachusetts Institute of Technology (MIT) 2 Department of Economics, University of Pittsburgh 1 Federal Reserve Bank of Richmond 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Discussion papers in economics 2 Judgment and Decision Making 2 Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT) 2 Acta scientiarum polonorum / Oeconomia : czasopismo naukowe założone w 2001 roku przez polskie uczelnie rolnicze 1 Applied Energy 1 Applied mathematical finance 1 Behavioral Ecology 1 CARESS working paper 1 Computational economics 1 Computers & operations research : an international journal 1 Decisions in Economics and Finance 1 Economic quarterly 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 Economics letters 1 Energy 1 Energy economics 1 European research studies 1 Human resource development international : HRDI 1 Insurance: Mathematics and Economics 1 International journal of information systems and supply chain management : JISSCM ; an official publication of the Information Resources Management Association 1 International journal of selection and assessment : IJSA 1 Journal of Derivatives 1 Journal of Economics, Finance and Administrative Science 1 Journal of Risk and Financial Management 1 Journal of air transport management 1 Journal of business and psychology 1 Journal of economic theory 1 Journal of economics, finance & administrative science 1 Journal of emerging technologies in Accounting 1 Journal of empirical finance 1 Journal of mathematical economics 1 Journal of risk and financial management : JRFM 1 Journal of the Operational Research Society 1 LSF research working paper series 1 MPRA Paper 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Maritime economics & logistics 1 Marketing Science 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Organizational research methods : ORM 1
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Source
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ECONIS (ZBW) 37 RePEc 14 EconStor 4 BASE 1
Showing 21 - 30 of 56
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Abandonment decision-making of overseas oilfield project coping with low oil price
Zhou, Hui-Ling; Tang, Bao-Jun; Cao, Hong - In: Computational economics 55 (2020) 4, pp. 1171-1184
Persistent link: https://www.econbiz.de/10012223711
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States of psychological anchors and price behavior of Japanese yen futures
Lee, Hsiu-chuan; Lee, Yun-Huan; Lu, Yang-cheng; Wang, … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012658948
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Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting; Coolen, Frank P. A.; Coolen-Maturi, Tahani - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1692-1708
Persistent link: https://www.econbiz.de/10012214368
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Structuring China business credit management system and relevant characteristic variables based on the tree model
Xu, Deshun; Ma, Junhai; Xu, Junjing - In: International journal of information systems and supply … 12 (2019) 2, pp. 22-35
Persistent link: https://www.econbiz.de/10012017796
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Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
Raad, Rodrigo Jardim; Woźny, Łukasz - In: Journal of mathematical economics 82 (2019), pp. 98-111
Persistent link: https://www.econbiz.de/10012105812
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An experimental test of the Lucas asset pricing model
Crockett, Sean; Duffy, John; Izhakian, Yehuda - In: The review of economic studies : RES 86 (2019) 2, pp. 627-667
Persistent link: https://www.econbiz.de/10012109380
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Shifted regime switching CIR diffusion tree for credit options
Weckend, Johannes - 2014
Persistent link: https://www.econbiz.de/10010419390
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Delegated portfolio management - optimal portfolio policies under compensation, capital flow and price influence
Kremer, Andreas - 2013
This work investigates the intertemporal portfolio optimization of professional portfolio managers. It analyzes whether the special conditions of delegation in which portfolio managers make investment decisions - compensation depending on assets under management, capital flow depending on past...
Persistent link: https://www.econbiz.de/10009707695
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Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien; Lépinette, Emmanuel - In: Applied mathematical finance 25 (2018) 5/6, pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
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Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.; Gass, M.; Glau, Kathrin; Mahlstedt, M.; … - In: Quantitative finance 18 (2018) 7, pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
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