Foreign Currency Power Option Pricing Based on Esscher Transform.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 535, doi. 10.1007/s10614-020-10046-w
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2021 AND VI 58 AND IP 2
Results: 14
1
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Parallel Extended Path Method for Solving Perfect Foresight Models.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 517, doi. 10.1007/s10614-020-10044-y
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- Publication type:
- Article
3
Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 483, doi. 10.1007/s10614-020-10043-z
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- Publication type:
- Article
4
Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 461, doi. 10.1007/s10614-020-10041-1
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- Publication type:
- Article
5
A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 435, doi. 10.1007/s10614-020-10037-x
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- Publication type:
- Article
6
On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 413, doi. 10.1007/s10614-020-10034-0
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- Publication type:
- Article
7
Accelerating FHS Option Pricing Under Linear GARCH.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 395, doi. 10.1007/s10614-020-10033-1
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- Publication type:
- Article
8
Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 347, doi. 10.1007/s10614-020-10031-3
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- Publication type:
- Article
9
A Markov Decision Process Model for Optimal Trade of Options Using Statistical Data.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 327, doi. 10.1007/s10614-020-10030-4
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- Publication type:
- Article
10
Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 311, doi. 10.1007/s10614-020-10028-y
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- Publication type:
- Article
11
How Robust is Robust Control in Discrete Time?
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 279, doi. 10.1007/s10614-020-10027-z
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- Publication type:
- Article
12
Wage Inequality, Labor Market Polarization and Skill-Biased Technological Change: An Evolutionary (Agent-Based) Approach.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 233, doi. 10.1007/s10614-020-10026-0
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- Publication type:
- Article
13
Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 203, doi. 10.1007/s10614-020-10023-3
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- Publication type:
- Article
14
Censored Nonparametric Time-Series Analysis with Autoregressive Error Models.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 169, doi. 10.1007/s10614-020-10010-8
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- Publication type:
- Article