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Oscillatory dynamics in a continuous-time delay asset price model with dynamical fundamental price
Xu, Xunxia; Liu, Jia; Guo, Liuxiao; Xu, Zhenyuan - In: Computational economics 45 (2015) 3, pp. 517-529
Persistent link: https://www.econbiz.de/10011415626
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A modified least-squares simulation approach to value American barrier options
Zhang, Lihua; Zhang, Weiguo; Xu, Weijun; Shi, Xiang - In: Computational economics 44 (2014) 4, pp. 489-506
Persistent link: https://www.econbiz.de/10010489859
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Evaluating the default risk of bond portfolios with extreme value theory
Ma, Yong; Zhang, Zhengjun; Zhang, Weiguo; Xu, Weidong - In: Computational economics 45 (2015) 4, pp. 647-668
Persistent link: https://www.econbiz.de/10011440981
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Multifractal analysis of realized volatilities in Chinese stock market
Liu, Yufang; Zhang, Weiguo; Fu, Junhui; Wu, Xiang - In: Computational economics 56 (2020) 2, pp. 319-336
Persistent link: https://www.econbiz.de/10012272033
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Nonlinear scaling behavior of visible volatility duration for financial statistical physics dynamics
Zhang, B.; Wang, J.; Zhang, W.; Wang, G. C. - In: Computational economics 56 (2020) 2, pp. 373-389
Persistent link: https://www.econbiz.de/10012272040