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Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem; Frutos, Javier de; Fakhfakh, Tarek; … - In: Economic modelling 34 (2013), pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
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Catastrophe options with double compound Poisson processes
Yu, Jun - In: Economic modelling 50 (2015), pp. 291-297
Persistent link: https://www.econbiz.de/10011440613
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Asset allocation under stochastic interest rate with regime switching
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 29 (2012) 4, pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
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An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif; Dempsey, Michael; Kabir, M. Humayun; … - In: Economic modelling 59 (2016), pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
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Optimal and investable portfolios : an empirical analysis with scenario optimization algorithms under crisis market prospects
Al Janabi, Mazin A. M. - In: Economic modelling 40 (2014), pp. 369-381
Persistent link: https://www.econbiz.de/10010425591
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Optimal foreign debt for Egypt : a stochastic control approach
Abutaleb, Ahmed S.; Hamad, Marwa G. - In: Economic modelling 29 (2012) 3, pp. 544-556
Persistent link: https://www.econbiz.de/10009544881
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The crisis, fed, quants and stochastic optimal control
Stein, Jerome L. - In: Economic modelling 28 (2011) 1/2, pp. 272-280
Persistent link: https://www.econbiz.de/10009269940
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Modeling of the national economies in state-space : a fractional calculus approach
Škovránek, Tomáš; Podlubny, Igor; Petráš, Ivo - In: Economic modelling 29 (2012) 4, pp. 1322-1327
Persistent link: https://www.econbiz.de/10009667366
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An ensemble-based model for two-class imbalanced financial problem
Liao, Jui-jung; Shih, Ching-hui; Chen, Tai-feng; Hsu, … - In: Economic modelling 37 (2014), pp. 175-183
Persistent link: https://www.econbiz.de/10010417766
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Taxing financial transactions in fundamentally heterogeneous markets
Gaffeo, Edoardo; Molinari, Massimo - In: Economic modelling 64 (2017), pp. 322-333
Persistent link: https://www.econbiz.de/10011761261