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Special issue: crisis and risk management : recent developments in computational economics
Ftiti, Zied (ed.); Prigent, Jean-Luc (ed.) - 2023
Persistent link: https://www.econbiz.de/10014382722
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Crisis and risk management : recent developments in computational economics
Ftiti, Zied; Prigent, Jean-Luc - In: Computational economics 62 (2023) 2, pp. 487-491
Persistent link: https://www.econbiz.de/10014382726
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On the hedging of interest rate margins on bank demand deposits
Cherrat, Hamza; Prigent, Jean-Luc - In: Computational economics 62 (2023) 3, pp. 935-967
Persistent link: https://www.econbiz.de/10014382850
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Optimal portfolio positioning on multiple assets under ambiguity
Ben Ameur, Hachmi; Abbes, Mouna Boujelbène; Prigent, … - In: Computational economics 56 (2020) 1, pp. 21-57
Persistent link: https://www.econbiz.de/10012272015
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About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin; Prigent, Jean-Luc - In: Computational economics 56 (2020) 1, pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
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A diffusion model for long-term optimization in the presence of stochastic interest and inflation rates
Mkaouar, Farid; Prigent, Jean-Luc; Abid, Ilyes - In: Computational economics 54 (2019) 1, pp. 367-417
Persistent link: https://www.econbiz.de/10012134192
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Valuing corporate securities when the firm's assets are illiquid
Ben-Ameur, Hatem; Fakhfakh, Tarek; Roch, Alexandre - In: Computational economics 63 (2024) 2, pp. 579-598
Persistent link: https://www.econbiz.de/10014472506