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A new neural network approach for predicting the volatility of stock market
Koo, Eunho; Kim, Geonwoo - In: Computational economics 61 (2023) 4, pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
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An analytic approximation for valuation of the American option under the Heston model in two regimes
Jeon, Junkee; Huh, Jeonggyu; Park, Kyunghyun - In: Computational economics 56 (2020) 2, pp. 499-528
Persistent link: https://www.econbiz.de/10012272044
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An integral equation representation for optimal retirement strategies in portfolio selection problem
Jeon, Junkee; Koo, Hyeng-keun; Shin, Yong Hyun; Yang, Zhou - In: Computational economics 58 (2021) 3, pp. 885-914
Persistent link: https://www.econbiz.de/10012651047