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ECONIS (ZBW)
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1
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
2
Speculative trading, prospect theory and transaction costs
Tse, Alex S. L.
;
Zheng, Harry
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 49-96
Persistent link: https://www.econbiz.de/10013489496
Saved in:
3
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 461-503
Persistent link: https://www.econbiz.de/10013440233
Saved in:
4
Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
De Angelis, Tiziano
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 71-123
Persistent link: https://www.econbiz.de/10012253341
Saved in:
5
Partial liquidation under reference-dependent preferences
Henderson, Vicky
;
Muscat, Jonathan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 335-357
Persistent link: https://www.econbiz.de/10012253356
Saved in:
6
Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia
;
Ceci, Claudia
;
Ferrari, Giorgio
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1083-1132
Persistent link: https://www.econbiz.de/10012518165
Saved in:
7
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
8
How wage announcements affect job search : a field experiment
Belot, Michèle
;
Kircher, Philipp
;
Muller, Paul
-
2018
Persistent link: https://www.econbiz.de/10012037734
Saved in:
9
Frictional intermediation in over-the-counter markets
Hugonnier, Julien
;
Lester, Benjamin
;
Weill, Pierre-Olivier
-
2018
Persistent link: https://www.econbiz.de/10011977476
Saved in:
10
Efficiently inefficient markets for assets and asset management
Garleanu, Nicolae
;
Pedersen, Lasse Heje
-
2018
Persistent link: https://www.econbiz.de/10011861975
Saved in:
11
A model of search with price discrimination
Fabra, Natalia
-
2018
Persistent link: https://www.econbiz.de/10011900147
Saved in:
12
Missed sales and the pricing of ancillary goods
Gomes, Renato
;
Tirole, Jean
-
2018
Persistent link: https://www.econbiz.de/10011900192
Saved in:
13
Waiting for my neighbors
Gordon, Sidartha
;
Henry, Emeric
;
Murto, Pauli
-
2018
Persistent link: https://www.econbiz.de/10011900199
Saved in:
14
Mobility with private information and privacy suppression
Hämäläinen, Saara
;
Petrikaite, Vaiva
-
2018
Persistent link: https://www.econbiz.de/10011915785
Saved in:
15
Retail discrimination in search markets
Janssen, Maarten C. W.
-
2018
Persistent link: https://www.econbiz.de/10011917715
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16
Time-consistent stopping under decreasing impatience
Huang, Yu-Jui
;
Nguyen-Huu, Adrien
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 69-95
Persistent link: https://www.econbiz.de/10011945627
Saved in:
17
Equilibrium search and the impact of equal opportunities for women
Coles, Melvyn Glyn
;
Francesconi, Marco
-
2017
Persistent link: https://www.econbiz.de/10011708379
Saved in:
18
Directed search: a guided tour
Wright, Randall D.
;
Kircher, Philipp
;
Julien, Benoît
; …
-
2017
Persistent link: https://www.econbiz.de/10011740650
Saved in:
19
Word of mouth communication and search
Campbell, Arthur
;
Leister, Matthew
;
Zenou, Yves
-
2017
Persistent link: https://www.econbiz.de/10011741427
Saved in:
20
Meetings and mechanisms
Cai, Xiaoming
;
Gautier, Pieter
;
Wolthoff, Ronald
-
2017
Persistent link: https://www.econbiz.de/10011821288
Saved in:
21
Watermark options
Rodosthenous, Neofytos
;
Zervos, Mihail
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10011944067
Saved in:
22
A direct solution method for pricing options involving the maximum process
Egami, Masahiko
;
Oryu, Tadao
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 967-993
Persistent link: https://www.econbiz.de/10011944460
Saved in:
23
A model of directed consumer search
Haan, Marco
;
Moraga-González, José Luis
;
Petrikaite, Vaiva
-
2017
Persistent link: https://www.econbiz.de/10011670109
Saved in:
24
Marketmaking middlemen
Gautier, Pieter
;
Hu, Bo
;
Watanabe, Makoto
-
2016
Persistent link: https://www.econbiz.de/10011544667
Saved in:
25
Search frictions, competing mechanisms and optimal market segmentation
Cai, Xiaoming
;
Gautier, Pieter
;
Wolthoff, Ronald
-
2016
Persistent link: https://www.econbiz.de/10011522022
Saved in:
26
Firm pricing with consumer search
Anderson, Simon P.
;
Renault, Régis
-
2016
Persistent link: https://www.econbiz.de/10011606799
Saved in:
27
Breaking the spell with credit-easing : self-confirming credit crises in competitive search economies
Gaballo, Gaetano
;
Marimon, Ramon
-
2016
Persistent link: https://www.econbiz.de/10011446720
Saved in:
28
Ordered consumer search
Armstrong, Mark
-
2016
Persistent link: https://www.econbiz.de/10011571380
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29
Consumer search and prices in the automobile market
Moraga-González, José Luis
;
Sándor, Zsolt
; …
-
2015
Persistent link: https://www.econbiz.de/10010509493
Saved in:
30
Deliberating collective decisions
Chan, Jimmy
;
Lizzeri, Alessandro
;
Suen, Wing-chuen
; …
-
2015
Persistent link: https://www.econbiz.de/10010509507
Saved in:
31
Prices and heterogeneous search costs
Moraga-González, José Luis
;
Sándor, Zsolt
; …
-
2015
Persistent link: https://www.econbiz.de/10011300223
Saved in:
32
An empirical equilibrium model of a decentralized asset market
Gavazza, Alessandro
-
2015
Persistent link: https://www.econbiz.de/10010533052
Saved in:
33
Property crime and private protection allocation within cities : theory and evidence
Decreuse, Bruno
;
Mongrain, Steeve
;
Van Ypersele, Tanguy
-
2015
Persistent link: https://www.econbiz.de/10011316501
Saved in:
34
Mansion tax : the effect of transfer taxes on the residential real estate market
Kopczuk, Wojciech
;
Munroe, David J.
-
2015
Persistent link: https://www.econbiz.de/10010484955
Saved in:
35
Bottleneck options
Ott, Curdin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 845-872
Persistent link: https://www.econbiz.de/10010416190
Saved in:
36
Can active labor market policy be counter-productive
Saint-Paul, Gilles
-
2014
Persistent link: https://www.econbiz.de/10010461799
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37
Financial constraints in search equilibrium
Boeri, Tito
;
Garibaldi, Pietro
;
Moen, Espen R.
-
2014
Persistent link: https://www.econbiz.de/10010463729
Saved in:
38
Macro coordination : forward guidance as 'cheap talk'?
Miller, Marcus
;
Zhang, Lei
-
2014
Persistent link: https://www.econbiz.de/10010363258
Saved in:
39
Multilevel dual approach for pricing American style derivates
Belomestny, Denis
;
Schoenmakers, John
;
Dickmann, Fabian
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 717-742
Persistent link: https://www.econbiz.de/10010190883
Saved in:
40
Search costs, demand-side economies and the incentives tomerge under Bertrand competition
Moraga-González, José Luis
;
Petrikaitè, Vaiva
-
2013
Persistent link: https://www.econbiz.de/10009734219
Saved in:
41
Worker matching and firm value
Moen, Espen R.
;
Yashiv, Eran
-
2013
Persistent link: https://www.econbiz.de/10009734265
Saved in:
42
Structural and cyclical forces in the labor market during the great recession : cross-country evidence
Sala, Luca
;
Söderström, Ulf
;
Trigari, Antonella
-
2012
Persistent link: https://www.econbiz.de/10009664084
Saved in:
43
An optimal stopping problem with a reward constraint
Detemple, Jérôme B.
;
Tian, Weidong
;
Xiong, Jie
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 423-448
Persistent link: https://www.econbiz.de/10009562313
Saved in:
44
Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 785-818
Persistent link: https://www.econbiz.de/10009423263
Saved in:
45
Sorting and the output loss due to search frictions
Gautier, Pieter
;
Teulings, Coen N.
-
2011
Persistent link: https://www.econbiz.de/10008909491
Saved in:
46
Simultaneous search and network efficiency
Gautier, Pieter
;
Holzner, Christian
-
2011
Persistent link: https://www.econbiz.de/10009310312
Saved in:
47
The threat effect of participation in active labor market programs on job search behavior of migrants in Germany
Bergemann, Annette
;
Caliendo, Marco
;
Berg, Gerard J. van den
-
2011
Persistent link: https://www.econbiz.de/10008989380
Saved in:
48
Directed search in the housing market
Albrecht, James W.
;
Gautier, Pieter
;
Vroman, Susan B.
-
2010
Persistent link: https://www.econbiz.de/10003943687
Saved in:
49
Payroll taxes, social insurance and business cycles
Burda, Michael C.
;
Weder, Mark
-
2010
Persistent link: https://www.econbiz.de/10008667447
Saved in:
50
Search, migration, and urban land use : the case of transportation policies
Zenou, Yves
-
2010
Persistent link: https://www.econbiz.de/10008796698
Saved in:
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