Volume 21; Issue 8-9

Journal of Economic Dynamics and Control

Volume 21; Issue 8-9
1

Introduction

Stavros A. Zenios
Journal:
Journal of Economic Dynamics and Control
Year:
1997
Language:
english
File:
PDF, 195 KB
english, 1997
2

Monte Carlo methods for security pricing

Phelim Boyle, Mark Broadie, Paul Glasserman
Journal:
Journal of Economic Dynamics and Control
Year:
1997
Language:
english
File:
PDF, 3.38 MB
english, 1997
3

Pricing American-style securities using simulation

Mark Broadie, Paul Glasserman
Journal:
Journal of Economic Dynamics and Control
Year:
1997
Language:
english
File:
PDF, 1.71 MB
english, 1997
4

Optimal delta-hedging under transactions costs

Les Clewlow, Stewart Hodges
Journal:
Journal of Economic Dynamics and Control
Year:
1997
Language:
english
File:
PDF, 1.38 MB
english, 1997
5

Strategic asset allocation

Michael J. Brennan, Eduardo S. Schwartz, Ronald Lagnado
Journal:
Journal of Economic Dynamics and Control
Year:
1997
Language:
english
File:
PDF, 1.55 MB
english, 1997
7

An integrated stock-bond portfolio optimization model

Hiroshi Konno, Katsunari Kobayashi
Journal:
Journal of Economic Dynamics and Control
Year:
1997
Language:
english
File:
PDF, 868 KB
english, 1997
12

Precautionary portfolio behavior from a life-cycle perspective

Carol C. Bertaut, Michael Haliassos
Journal:
Journal of Economic Dynamics and Control
Year:
1997
Language:
english
File:
PDF, 1.92 MB
english, 1997
13

Special issue on computational aspects of complex securities

Journal:
Journal of Economic Dynamics and Control
Year:
1997
Language:
english
File:
PDF, 46 KB
english, 1997