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ECONIS (ZBW)
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61
Incentives, project choice, and dynamic multitasking
Szydlowski, Martin
- In:
Theoretical economics : TE ; an open access journal in …
14
(
2019
)
3
,
pp. 813-847
I study the optimal choice of projects in a
continuous-time
moral hazard model with multitasking. I characterize the …
Persistent link: https://www.econbiz.de/10012104572
Saved in:
62
Tiempo, población y modelos de crecimiento
Cayssials, Gaston
- In:
Revista de métodos cuantitativos para la economía y …
28
(
2019
),
pp. 278-300
extension (in
continuous
time
and discrete time) of the Mankiw-Romer-Weil growth model is also studied by departing from the …
Persistent link: https://www.econbiz.de/10012258785
Saved in:
63
Comparison of the Korean and US Stock Markets Using
Continuous-time
Stochastic Volatility Models
Choi, Seungmoon
- In:
KDI Journal of Economic Policy
40
(
2018
)
4
,
pp. 1-22
We estimate three
continuous-time
stochastic volatility models following the approach by Aït-Sahalia and Kimmel (2007 …
Persistent link: https://www.econbiz.de/10012034837
Saved in:
64
Style investing and the ICAPM
Stutzer, Michael J.
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 702-716
Persistent link: https://www.econbiz.de/10012156833
Saved in:
65
Strong and weak equilibria for time-inconsistent stochastic control in
continuous
time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
Saved in:
66
A joint likelihood approach to the analysis of length of stay data utilising the
continuous-time
hidden Markov model and Coxian phase-type distribution
Mitchell, Hannah J.
;
Marshall, Adele H.
;
Zenga, Mariangela
- In:
Journal of the Operational Research Society
72
(
2021
)
11
,
pp. 2529-2541
Persistent link: https://www.econbiz.de/10012697340
Saved in:
67
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 757-810
Persistent link: https://www.econbiz.de/10012665227
Saved in:
68
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
69
Analysis of the risk premium in the forward market for salmon
Benth, Fred Espen
;
Eikeset, Anne Maria
;
Levin, Simon Asher
- In:
Journal of commodity markets
21
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012807713
Saved in:
70
Games with coupled populations : an experiment in
continuous
time
Benndorf, Volker
;
Martínez Martínez, Ismael
;
Normann, …
- In:
Journal of economic theory
195
(
2021
),
pp. 1-50
Persistent link: https://www.econbiz.de/10012813289
Saved in:
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