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Option pricing and distribution characteristics
Mauler, David J.; McDonald, James B. - In: Computational economics 45 (2015) 4, pp. 579-595
Persistent link: https://www.econbiz.de/10011440962
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Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis
Wang, Yudong; Wu, Chongfeng - In: Computational economics 42 (2013) 4, pp. 393-414
Persistent link: https://www.econbiz.de/10010249882
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Technical trading behaviour : evidence from Chinese rebar futures market
Liu, Guanqing - In: Computational economics 54 (2019) 2, pp. 669-704
Persistent link: https://www.econbiz.de/10012134342
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Is deep-learning and natural language processing transcending the financial forecasting? : investigation through lens of news analytic process
Khalil, Faisal; Pipa, Gordon - In: Computational economics 60 (2022) 1, pp. 147-171
Persistent link: https://www.econbiz.de/10013262504
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Exploiting financial news and social media opinions for stock market analysis using MCMC Bayesian inference
Maragoudakis, Manolis; Serpanos, Dimitrios N. - In: Computational economics 47 (2016) 4, pp. 589-622
Persistent link: https://www.econbiz.de/10011712481
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Predicting stock price falls using news data : evidence from the Brazilian market
Duarte, Juvenal José; González, Sahudy Montenegro; … - In: Computational economics 57 (2021) 1, pp. 311-340
Persistent link: https://www.econbiz.de/10012486910
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Compact finite difference scheme with hermite interpolation for pricing American put options based on regime switching model
Nwankwo, Chinonso I.; Dai, Weizhong; Liu, Rui Hua - In: Computational economics 62 (2023) 3, pp. 817-854
Persistent link: https://www.econbiz.de/10014382839
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Numerical approximation to a variable-order time-fractional Black-Scholes model with applications in option pricing
Zhang, Meihui; Zheng, Xiangcheng - In: Computational economics 62 (2023) 3, pp. 1155-1175
Persistent link: https://www.econbiz.de/10014382889
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The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.; Bakhshandeh, M.; Aghdam, Y. Esmaeelzade; … - In: Computational economics 62 (2023) 4, pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
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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