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A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
Campbell, John Y. - In: Journal of economic dynamics & control 21 (1997) 2, pp. 273-295
Persistent link: https://www.econbiz.de/10001215829
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An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P. (contributor) - In: Journal of economic dynamics & control 19 (1995) 3, pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
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Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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Solving asset pricing models with stochastic volatility
De Groot, Oliver - In: Journal of economic dynamics & control 52 (2015), pp. 308-321
Persistent link: https://www.econbiz.de/10011474217
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Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro; Muroi, Yoshifumi - In: Journal of economic dynamics & control 51 (2015), pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
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The distribution of cross sectional momentum returns
Kwon, Oh Kang; Satchell, Stephen - In: Journal of economic dynamics & control 94 (2018), pp. 225-241
Persistent link: https://www.econbiz.de/10012004391
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Robustness of stable volatility strategies
Branger, Nicole; Mahayni, Antje; Zieling, Daniel - In: Journal of economic dynamics & control 60 (2015), pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
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Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian - In: Journal of economic dynamics & control 95 (2018), pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
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A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.; Liu, Xiaochun - In: Journal of economic dynamics & control 62 (2016), pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
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Identification and inference in two-pass asset pricing models
Khalaf, Lynda; Schaller, Huntley - In: Journal of economic dynamics & control 70 (2016), pp. 165-177
Persistent link: https://www.econbiz.de/10011708673