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Decomposition valuation of complex real options embedded in creative financial leases
Liang, Zhaohui; Wang, Wei; Li, Shusheng - In: Economic modelling 29 (2012) 6, pp. 2627-2631
Persistent link: https://www.econbiz.de/10009673635
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Preemptive investment game with alternative projects
Nishihara, Michi - In: Economic modelling 43 (2014), pp. 124-135
Persistent link: https://www.econbiz.de/10010502204
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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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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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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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Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chang, Chuen-ping - In: Economic modelling 29 (2012) 6, pp. 2444-2450
Persistent link: https://www.econbiz.de/10009673700