LSM Algorithm for Pricing American Option Under Heston-Hull-White's Stochastic Volatility Model.
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- Computational Economics, 2017, v. 50, n. 2, p. 173, doi. 10.1007/s10614-016-9598-8
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Works matching IS 09277099 AND DT 2017 AND VI 50 AND IP 2
Results: 6
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A Numerical Method to Approximate Multi-Asset Option Pricing Under Exponential Lévy Model.
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- Computational Economics, 2017, v. 50, n. 2, p. 189, doi. 10.1007/s10614-016-9605-0
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- Article
3
Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis.
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- Computational Economics, 2017, v. 50, n. 2, p. 207, doi. 10.1007/s10614-016-9606-z
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4
Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model.
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- Computational Economics, 2017, v. 50, n. 2, p. 231, doi. 10.1007/s10614-016-9607-y
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5
A Practical, Accurate, Information Criterion for Nth Order Markov Processes.
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- Computational Economics, 2017, v. 50, n. 2, p. 281, doi. 10.1007/s10614-016-9617-9
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- Article
6
Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets.
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- Computational Economics, 2017, v. 50, n. 2, p. 325, doi. 10.1007/s10614-016-9587-y
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