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A general and efficient method for solving regime-switching DSGE models
Albertini, Julien; Moyen, Stéphane - In: Computational economics 64 (2024) 6, pp. 3645-3682
Persistent link: https://www.econbiz.de/10015144257
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Taking perturbation to the accuracy frontier : a hybrid of local and global solutions
Maliar, Lilia; Maliar, Serguei; Villemot, Sebastien - In: Computational economics 42 (2013) 3, pp. 307-325
Persistent link: https://www.econbiz.de/10010189022
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Accuracy in recursive minimal state space methods
Damian, Pierri - In: Computational economics 64 (2024) 1, pp. 263-305
Persistent link: https://www.econbiz.de/10015078022
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An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang; Lin, Sha - In: Computational economics 60 (2022) 4, pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
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Inaccurate value at risk estimations : bad modeling or inappropriate data?
Vasileiou, Evangelos - In: Computational economics 59 (2022) 3, pp. 1155-1171
Persistent link: https://www.econbiz.de/10013169235