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Transaction costs
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10
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10
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10
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Journal of economic dynamics & control
NBER working paper series
87
Working paper / National Bureau of Economic Research, Inc.
83
Europäische Hochschulschriften / 5
80
NBER Working Paper
67
Finance and stochastics
64
Journal of economic behavior & organization : JEBO
61
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59
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55
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54
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51
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48
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48
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47
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45
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44
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44
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43
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43
Journal of financial economics
42
American journal of agricultural economics
40
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39
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37
Industrial marketing management : the international journal for industrial and high-tech firms
35
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34
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32
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31
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30
International journal of theoretical and applied finance
30
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30
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29
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29
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28
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28
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28
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27
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ECONIS (ZBW)
34
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Costly arbitrage through pairs trading
Lei, Yaoting
;
Xu, Jing
- In:
Journal of economic dynamics & control
56
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011574546
Saved in:
3
Equilibrium theory of stock market crashes
Isaenko, Sergei
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 73-94
Persistent link: https://www.econbiz.de/10011575075
Saved in:
4
Financial intermediation in an overlapping generations model with transaction costs
Hasman, Augusto
;
Samartín Sáenz, Margarita
;
Bommel, …
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 111-125
Persistent link: https://www.econbiz.de/10010474452
Saved in:
5
Macroeconomic effects of an equity transaction tax in a general-equilibrium model
Lendvai, Julia
;
Raciborski, Rafal
;
Vogel, Lukas
- In:
Journal of economic dynamics & control
37
(
2013
)
2
,
pp. 466-482
Persistent link: https://www.econbiz.de/10009693375
Saved in:
6
Leverage management in a bull-bear switching market
Dai, Min
;
Wang, Hefei
;
Yang, Zhou
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1585-1599
Persistent link: https://www.econbiz.de/10009701969
Saved in:
7
Portfolio choice under transitory price impact
Isaenko, Sergei
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2375-2389
Persistent link: https://www.econbiz.de/10009008866
Saved in:
8
Money and liquidity effects : separating demand from supply
Chadha, Jagjit
;
Corrado, Luisa
;
Sun, Qi
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1732-1747
Persistent link: https://www.econbiz.de/10009125838
Saved in:
9
Option hedging theory under transaction costs
Lai, Tze Leung
;
Lim, Tiong Wee
- In:
Journal of economic dynamics & control
33
(
2009
)
12
,
pp. 1945-1961
Persistent link: https://www.econbiz.de/10003908249
Saved in:
10
Transaction costs and consumption
Li, Geng
- In:
Journal of economic dynamics & control
33
(
2009
)
6
,
pp. 1263-1277
Persistent link: https://www.econbiz.de/10003844219
Saved in:
11
Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory
Chellathurai, Thamayanthi
;
Draviam, Thangaraj
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2168-2195
Persistent link: https://www.econbiz.de/10003485001
Saved in:
12
A computational scheme for optimal investment - consumption with proportional transaction costs
Muthuraman, Kumar
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1132-1159
Persistent link: https://www.econbiz.de/10003443362
Saved in:
13
Optimal liquidation strategies and their implications
Ting, Christopher
;
Warachka, Mitch
;
Zhao, Yonggan
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1431-1450
Persistent link: https://www.econbiz.de/10003443549
Saved in:
14
Can money matter for interest rate policy?
Brückner, Matthias
;
Schabert, Andreas
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2823-2857
Persistent link: https://www.econbiz.de/10003395633
Saved in:
15
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
Saved in:
16
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
Saved in:
17
Heterogeneity of agents, transactions costs and the exchange rate
De Grauwe, Paul
;
Grimaldi, Marianna
- In:
Journal of economic dynamics & control
29
(
2005
)
4
,
pp. 691-719
Persistent link: https://www.econbiz.de/10002702731
Saved in:
18
Option pricing with transaction costs using a Markov chain approximation
Monoyios, Michael
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 889-913
Persistent link: https://www.econbiz.de/10001855988
Saved in:
19
The American put under transactions costs
Perrakis, Stylianos
;
Lefoll, Jean
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 915-935
Persistent link: https://www.econbiz.de/10001855995
Saved in:
20
Utility based option evaluation with proportional transaction costs
Damgaard, Anders
- In:
Journal of economic dynamics & control
27
(
2003
)
4
,
pp. 667-700
Persistent link: https://www.econbiz.de/10001712762
Saved in:
21
Nonlinear mean reversion in the term structure of interest rates
Seo, Byeongseon
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2243-2265
Persistent link: https://www.econbiz.de/10001768922
Saved in:
22
Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good
Damgaard, Anders
;
Fuglsbjerg, Brian
;
Munk, Claus
- In:
Journal of economic dynamics & control
28
(
2003
)
2
,
pp. 209-253
Persistent link: https://www.econbiz.de/10001799543
Saved in:
23
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1045-1068
Persistent link: https://www.econbiz.de/10001734558
Saved in:
24
The division of labor and the growth of government
Davis, Lewis S.
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10001736092
Saved in:
25
Stochastic dominance bounds on derivatives price in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1323-1352
Persistent link: https://www.econbiz.de/10001656093
Saved in:
26
Existensce of stationary equilibrium in the markets for new and used durable goods
Konishi, Hideo
;
Sandfort, Michael T.
- In:
Journal of economic dynamics & control
26
(
2002
)
6
,
pp. 1029-1052
Persistent link: https://www.econbiz.de/10001654024
Saved in:
27
Agent-based computational transaction cost economics
Klos, Tomas B.
;
Nooteboom, Bart
- In:
Journal of economic dynamics & control
25
(
2001
)
3/4
,
pp. 503-526
Persistent link: https://www.econbiz.de/10001533621
Saved in:
28
Option pricing and replication with transaction costs and dividends
Perrakis, Stylianos
;
Lefoll, Jean
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1527-1561
Persistent link: https://www.econbiz.de/10001508747
Saved in:
29
Optimal consumption of a divisible durable good
Cuoco, Domenico
;
Liu, Hong
- In:
Journal of economic dynamics & control
24
(
2000
)
4
,
pp. 561-613
Persistent link: https://www.econbiz.de/10001443500
Saved in:
30
Optimal delta-hedging under transactions costs
Clewlow, Les
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1353-1376
Persistent link: https://www.econbiz.de/10001222045
Saved in:
31
A robust hedging algorithm
Howe, M. A.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
Saved in:
32
Adjustment costs and indeterminacy in perfect foresight models
Georges, Christophre
- In:
Journal of economic dynamics & control
19
(
1995
)
1
,
pp. 39-50
Persistent link: https://www.econbiz.de/10001172968
Saved in:
33
Relaxing the cash-in-advance constraint at a fixed cost : are simple trigger-target portfolio rules optimal?
Corbae, Dean
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001136249
Saved in:
34
Transactions costs and portfolio choice in a discrete-continuous-time setting
Duffie, Darrell
- In:
Journal of economic dynamics & control
14
(
1990
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10001085219
Saved in:
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