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A non-stationary model of dividend distribution in a stochastic interest-rate setting
Barth, Andrea; Moreno-Bromberg, Santiago; Reichmann, Oleg - In: Computational economics 47 (2016) 3, pp. 447-472
Persistent link: https://www.econbiz.de/10011712413
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Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.; Zervos, N. - In: Computational economics 50 (2017) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
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Pricing European option under fuzzy mixed fractional Brownian motion model with jumps
Zhang, Wei-guo; Li, Zhe; Liu, Yong-Jun; Zhang, Yue - In: Computational economics 58 (2021) 2, pp. 483-515
Persistent link: https://www.econbiz.de/10012615049
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Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria; Cerrato, Mario - In: Computational economics 35 (2010) 3, pp. 235-244
Persistent link: https://www.econbiz.de/10003957719
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Using Chebyshev polynomials to approximate partial differential equations : a reply
Mosiño, Alejandro - In: Computational economics 39 (2012) 1, pp. 13-27
Persistent link: https://www.econbiz.de/10009508051
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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
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Stochastic control of linear and nonlinear econometric models : some computational aspects
Blueschke, D.; Blueschke-Nikolaeva, V.; Neck, Reinhard - In: Computational economics 42 (2013) 1, pp. 107-118
Persistent link: https://www.econbiz.de/10009750433
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A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Computational economics 39 (2012) 4, pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
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Quarterly fiscal policy experiments with a multiplier-accelerator model
Kendrick, David A.; Shoukry, George - In: Computational economics 44 (2014) 3, pp. 269-293
Persistent link: https://www.econbiz.de/10010489081
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Optimal policy response with control parameter and intercept covariance
Gonzalez, Fidel - In: Computational economics 31 (2008) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003612205