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What determines volatility smile in China?
Li, Pengshi; Xian, Aichuan; Lin, Yan - In: Economic modelling 96 (2021), pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
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How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome - In: Economic modelling 97 (2021), pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
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Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Economic modelling 28 (2011) 4, pp. 1857-1863
Persistent link: https://www.econbiz.de/10009272421
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Real options with overextrapolation
Deng, Kebin; Peng, Jiaxin; Peng, Juan; Zhang, Yuhua - In: Economic modelling 114 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013367520
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Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura; Vicente, José Valentim … - In: Economic modelling 65 (2017), pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
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Farmland sales under returns and price uncertainty
Plogmann, Jana; Mußhoff, Oliver; Odening, Martin; … - In: Economic modelling 117 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10014229160
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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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Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio; Lenz, Jimmie - In: Economic modelling 136 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
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On the stochastic elasticity of variance diffusions
Kim, Jeong-Hoon; Yoon, Ji-Hun; Lee, Jungwoo; Choi, Sun-Yong - In: Economic modelling 51 (2015), pp. 263-268
Persistent link: https://www.econbiz.de/10011475989
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Valuing commodity options and futures options with changing economic conditions
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming - In: Economic modelling 51 (2015), pp. 524-533
Persistent link: https://www.econbiz.de/10011476145