Pricing European Options under Fractional Black-Scholes Model with a Weak Payoff Function.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 685, doi. 10.1007/s10614-017-9715-3
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2018 AND VI 52 AND IP 2
Results: 17
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Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 653, doi. 10.1007/s10614-017-9711-7
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- Article
3
Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles.
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- Computational Economics, 2018, v. 52, n. 2, p. 627, doi. 10.1007/s10614-017-9708-2
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- Article
4
A Stochastic EM Algorithm for Quantile and Censored Quantile Regression Models.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 555, doi. 10.1007/s10614-017-9704-6
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- Publication type:
- Article
5
Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 603, doi. 10.1007/s10614-017-9703-7
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- Publication type:
- Article
6
Measurement Error Models for Replicated Data Under Asymmetric Heavy-Tailed Distributions.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 531, doi. 10.1007/s10614-017-9702-8
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- Article
7
Labor Market Volatility in the RBC Search Model: A Look at Hagedorn and Manovskii’s Calibration.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 583, doi. 10.1007/s10614-017-9701-9
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- Publication type:
- Article
8
Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 521, doi. 10.1007/s10614-017-9695-3
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- Publication type:
- Article
9
Bayesian Variance Changepoint Detection in Linear Models with Symmetric Heavy-Tailed Errors.
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- Computational Economics, 2018, v. 52, n. 2, p. 459, doi. 10.1007/s10614-017-9690-8
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- Publication type:
- Article
10
Simulation Solution to a Two-Dimensional Mortgage Refinancing Problem.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 479, doi. 10.1007/s10614-017-9689-1
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- Article
11
Debt Persistence in a Deflationary Environment: A Regime-Switching Model.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 421, doi. 10.1007/s10614-017-9687-3
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- Publication type:
- Article
12
New Splitting Scheme for Pricing American Options Under the Heston Model.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 405, doi. 10.1007/s10614-017-9686-4
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- Publication type:
- Article
13
Brownian Signals: Information Quality, Quantity and Timing in Repeated Games.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 387, doi. 10.1007/s10614-017-9685-5
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- Article
14
A Spatial Game Theoretic Analysis of Conflict and Identity.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 493, doi. 10.1007/s10614-017-9684-6
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- Publication type:
- Article
15
Multi Criteria Decision Making in Financial Risk Management with a Multi-objective Genetic Algorithm.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 443, doi. 10.1007/s10614-017-9683-7
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- Publication type:
- Article
16
Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect?
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 313, doi. 10.1007/s10614-017-9678-4
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- Publication type:
- Article
17
Making Decisions in a Sustainable Development Context: A State-of-the-Art Survey and Proposal of a Multi-period Single Synthesizing Criterion Approach.
- Published in:
- Computational Economics, 2018, v. 52, n. 2, p. 341, doi. 10.1007/s10614-017-9677-5
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- Publication type:
- Article