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Irreversible investment with uncertainty and strategic behavior
Moretto, Michele - In: Economic modelling 17 (2000) 4, pp. 589-617
Persistent link: https://www.econbiz.de/10001533894
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Analytically pricing European options in dynamic markets : incorporating liquidity variations and economic cycles
He, Xin-Jiang; Pasricha, Puneet; Lin, Sha - In: Economic modelling 139 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015189810
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A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda; Yu, Lean - In: Economic modelling 35 (2013), pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
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Operational risk of option hedging
Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
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Applying the Model Order Reduction method to a European option pricing model
Lin, Shao-bin; Chen, Chun-Da - In: Economic modelling 33 (2013), pp. 533-536
Persistent link: https://www.econbiz.de/10010193332
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A barrier option framework for bank interest margin management under anticipatory regret aversion
Lin, Jyh-horng; Hung, Wei-ming - In: Economic modelling 33 (2013), pp. 794-801
Persistent link: https://www.econbiz.de/10010195688
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A fractal version of the Hull-White interest rate model
Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
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Convertible bonds with resettable conversion prices
Qiu, Junfeng; Zhang, Yongli - In: Economic modelling 31 (2013), pp. 198-205
Persistent link: https://www.econbiz.de/10009729140
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A note on the use of fractional Brownian motion for financial modeling
Rostek, Stefan; Schöbel, Rainer - In: Economic modelling 30 (2013), pp. 30-35
Persistent link: https://www.econbiz.de/10009702270
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Realized volatility or price range : evidence from a discrete simulation of the continuous time diffusion process
Degiannakis, Stavros; Livada, Alexandra - In: Economic modelling 30 (2013), pp. 212-216
Persistent link: https://www.econbiz.de/10009703683