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Cui, Zhenyu
6
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4
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4
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3
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3
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European journal of operational research : EJOR
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8
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7
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6
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5
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Operations research letters
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4
Economics letters
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4
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4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Experimental economics : a journal of the Economic Science Association
3
Finance and stochastics
3
INFORMS journal on computing : JOC
3
International review of financial analysis
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Omega : the international journal of management science
3
RAIRO / Operations research
3
The empirical economics letters : a monthly international journal of economics
3
The review of economic studies
3
Transportation research / E : an international journal
3
Applied economics
2
Applied economics letters
2
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
304
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11
Does model complexity improve pricing accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
12
An update on
continuous-time
stochastic games of fixed duration
Levy, Yehuda John
- In:
Dynamic games and applications : DGA
11
(
2021
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10012584574
Saved in:
13
No-arbitrage conditions and pricing from discrete-time to
continuous-time
strategies
Cherif, Dorsaf
;
Lépinette, Emmanuel
- In:
Annals of finance
19
(
2023
)
2
,
pp. 141-168
Persistent link: https://www.econbiz.de/10014326684
Saved in:
14
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
15
Concord and contention in a dynamic unstructured bargaining experiment with costly conflict
Xue, Lian
;
Sitzia, Stefania
;
Turocy, Theodore L.
- In:
Journal of economic psychology : research in economic …
97
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014334240
Saved in:
16
Multi-period hub location problem considering polynomial time-dependent demand
Khaleghi, Amir
;
Eydi, Alireza
- In:
Computers & operations research : and their …
159
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014455628
Saved in:
17
Renegotiation and dynamic inconsistency : contracting with non-exponential discounting
Cetemen, Esat Doruk
;
Feng, Felix Zhiyu
;
Urgun, Can
- In:
Journal of economic theory
208
(
2023
),
pp. 1-49
Persistent link: https://www.econbiz.de/10014390490
Saved in:
18
Trading under the proof-of-stake protocol : a
continuous-time
control approach
Tang, Wenpin
;
Yao, David D.
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 979-1004
Persistent link: https://www.econbiz.de/10014370605
Saved in:
19
On the information content of implied liquidity measure : Evidence from the S&P 500 index options
Yerli, Cigdem
;
Eksi-Altay, Zehra
;
Selcuk-Kestel, A. Sevtap
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014507814
Saved in:
20
A
continuous-time
macro-finance model with Knightian uncertainty
Mao, Jie
;
Shen, Guanxiong
;
Yan, Jingzhou
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463659
Saved in:
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