Narrow search
Showing 1 - 10 of 140
Cover Image
How do fines and their enforcement on counterfeit products affect social welfare?
Biancardi, Marta Elena; Di Liddo, Andrea; Villani, Giovanni - In: Computational economics 60 (2022) 4, pp. 1547-1573
Persistent link: https://www.econbiz.de/10013447472
Cover Image
Stochastic exchange rate dynamics, intervention dynamics and the market efficiency hypothesis
Drakonakis, Emmanouil; Kotsios, Stelios - In: Computational economics 65 (2025) 1, pp. 463-481
Persistent link: https://www.econbiz.de/10015195774
Cover Image
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen; Escobar, Marcos; Davison, Matt - In: Computational economics 62 (2023) 3, pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Cover Image
On the numerical option pricing methods : fractional black-scholes equations with CEV assets
Banihashemi, S.; Ghasemifard, A.; Babaei, A. - In: Computational economics 64 (2024) 3, pp. 1463-1488
Persistent link: https://www.econbiz.de/10015143934
Cover Image
Stochastic default risk estimation evidence from the South African financial market
Alfeus, Mesias; Fitzhenry, Kirsty; Lederer, Alessia - In: Computational economics 64 (2024) 3, pp. 1715-1756
Persistent link: https://www.econbiz.de/10015143953
Cover Image
Approximate Bayesian estimation of stochastic volatility in mean models using hidden Markov models : empirical evidence from emerging and developed markets
Abanto-Valle, Carlos A.; Rodriguez, Gabriel; Castro … - In: Computational economics 64 (2024) 3, pp. 1775-1801
Persistent link: https://www.econbiz.de/10015143955
Cover Image
Pricing fade-in options under garch-jump processes
Wang, Xingchun; Zhang, Han - In: Computational economics 64 (2024) 4, pp. 2563-2584
Persistent link: https://www.econbiz.de/10015144032
Cover Image
Singular stochastic differential equations for time evolution of stocks within non-white noise approach
Miranda, L. L. B.; Lima, L. S. - In: Computational economics 64 (2024) 5, pp. 2685-2694
Persistent link: https://www.econbiz.de/10015144061
Cover Image
Testing the closed-form spread option pricing formula based on Gauss-hermite quadrature for a jump-diffusion model
Lin, Xenos Chang-Shuo; Miao, Daniel Wei-Chung; Chang, … - In: Computational economics 64 (2024) 5, pp. 2879-2908
Persistent link: https://www.econbiz.de/10015144084
Cover Image
Approximation errors of perturbation methods in solving a class of dynamic stochastic general equilibrium models
Liu, Xuan; Cui, Zhiwei - In: Computational economics 38 (2011) 2, pp. 107-128
Persistent link: https://www.econbiz.de/10009236994