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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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Estimating general equilibrium models with stochastic volatility and changing parameters
Higgins, C. Richard - In: Economic modelling 66 (2017), pp. 163-170
Persistent link: https://www.econbiz.de/10011813705
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Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling; Lou, Zhusheng - In: Economic modelling 123 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014462582