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The success of the deferred acceptance algorithm under heterogenous preferences with endogenous aspirations
Sağlam, İsmail - In: Computational economics 57 (2021) 2, pp. 577-591
Persistent link: https://www.econbiz.de/10012486934
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Oscillatory dynamics in a continuous-time delay asset price model with dynamical fundamental price
Xu, Xunxia; Liu, Jia; Guo, Liuxiao; Xu, Zhenyuan - In: Computational economics 45 (2015) 3, pp. 517-529
Persistent link: https://www.econbiz.de/10011415626
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A computational method based on the moving least-squares approach for pricing double barrier options in a time-fractional Black-Scholes model
Golbabai, Ahmad; Nikan, Omid - In: Computational economics 55 (2020) 1, pp. 119-141
Persistent link: https://www.econbiz.de/10012222594
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Realizable utility maximization as a mechanism for the stability of competitive general equilibrium in a Scarf economy
Yu, Tongkui; Chen, Shu-Heng - In: Computational economics 58 (2021) 1, pp. 133-167
Persistent link: https://www.econbiz.de/10012587801
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The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade; Mesgarani, H.; Adl, A.; Farnam, B. - In: Computational economics 61 (2023) 2, pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
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Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis
Wang, Yudong; Wu, Chongfeng - In: Computational economics 42 (2013) 4, pp. 393-414
Persistent link: https://www.econbiz.de/10010249882
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The co-movement between Chinese oil market and other main international oil markets : a DCC-MGarch approach
Song, Malin; Fang, Kuangnan; Zhang, Jing; Wu, Jianbin - In: Computational economics 54 (2019) 4, pp. 1303-1318
Persistent link: https://www.econbiz.de/10012308892
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Costly information in markets with heterogeneous agents : a model with genetic programming
Hauser, Florian; Huber, Jürgen; Kaempff, Bob - In: Computational economics 46 (2015) 2, pp. 205-229
Persistent link: https://www.econbiz.de/10011478461
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Wavelet estimation of Gegenbauer processes : simulation and empirical application
Boubaker, Heni - In: Computational economics 46 (2015) 4, pp. 551-574
Persistent link: https://www.econbiz.de/10011478889
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Time series simulation with randomized quasi-monte carlo methods : an application to value at risk and expected shortfall
Tzeng, Yu-Ying; Beaumont, Paul Michael; Ökten, Giray - In: Computational economics 52 (2018) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10012052921