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Andresen, Arne; Benth, Fred Espen; Koekebakker, Steen; … - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10010363925

Measurement of interest rates using a convex optimization model

Blomvall, Jörgen - In: European journal of operational research : EJOR 256 (2017) 1, pp. 308-316

Persistent link: https://www.econbiz.de/10011611272

Weak and strong convergence theorems for new resolvents of maximal monotone operators in Banach spaces

Ibaraki, Takanori; Takahashi, Wataru - In: Advances in mathematical economics 10 (2007), pp. 51-64

Persistent link: https://www.econbiz.de/10003538248

Numerical methods in financial and actuarial applications : a stochastic maximum principle approach

Di Giacinto, Marina - In: Journal of mathematical finance 8 (2018) 2, pp. 283-301

Persistent link: https://www.econbiz.de/10011874735

American options on high dividend securities : a numerical investigation

Rotondi, Francesco - In: Risks : open access journal 7 (2019) 2/59, pp. 1-20

I document a sizeable bias that might arise when valuing out of the money American options via the Least Square Method proposed by Longstaff and Schwartz (2001). The key point of this algorithm is the regression-based estimate of the continuation value of an American option. If this regression...

Persistent link: https://www.econbiz.de/10012019000

Modelling the pedestrian's willingness to walk on the subway platform : a novel approach to analyze in-vehicle crowd congestion

Huang, Di; Yang, Yuwei; Peng, Xinyi; Huang, Jiangyan; … - In: Transportation research : an international journal 181 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10014462618

Exchange rate volatility and macroeconomic variables in South Africa

Dagume, Mbulaheni Albert - In: International journal of economics and financial issues … 12 (2022) 6, pp. 1-14

Persistent link: https://www.econbiz.de/10014227183

Fingertip positioning and tracking method of intelligent moving bracelet based on improved Kalman filter

Zheng, Honggang - In: International journal of product development : IJPD 26 (2022) 1/4, pp. 242-253

Persistent link: https://www.econbiz.de/10014230110

Revisiting elastic string models of forward interest rates

Le Coz, Victor; Bouchaud, Jean-Philippe - In: Quantitative finance 24 (2024) 11, pp. 1561-1578

Persistent link: https://www.econbiz.de/10015196945

Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024