Quanto Option Pricing with Lévy Models.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1279, doi. 10.1007/s10614-018-9807-8
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2019 AND VI 53 AND IP 3
Results: 18
1
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Surrogate Modelling in (and of) Agent-Based Models: A Prospectus.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1245, doi. 10.1007/s10614-018-9802-0
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- Publication type:
- Article
3
A New Prediction Model Based on Cascade NN for Wind Power Prediction.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1219, doi. 10.1007/s10614-018-9795-8
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- Publication type:
- Article
4
A Practical Approach to Testing Calibration Strategies.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1165, doi. 10.1007/s10614-018-9793-x
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- Publication type:
- Article
5
Systematic Sensitivity Analysis of the Full Economic Impacts of Sea Level Rise.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1183, doi. 10.1007/s10614-017-9789-y
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- Publication type:
- Article
6
Analyses of Economic Development Based on Different Factors.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1103, doi. 10.1007/s10614-017-9786-1
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- Publication type:
- Article
7
A Nonlinear Optimal Control Approach to Stabilization of Business Cycles of Finance Agents.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1111, doi. 10.1007/s10614-017-9785-2
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- Publication type:
- Article
8
Bayesian Testing for Leverage Effect in Stochastic Volatility Models.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1153, doi. 10.1007/s10614-017-9784-3
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- Publication type:
- Article
9
Dissimilarity-Based Linear Models for Corporate Bankruptcy Prediction.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1019, doi. 10.1007/s10614-017-9783-4
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- Publication type:
- Article
10
Pricing Perpetual American Lookback Options Under Stochastic Volatility.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1265, doi. 10.1007/s10614-017-9782-5
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- Publication type:
- Article
11
Simulation of Contagion in the Stock Markets Using Cross-Shareholding Networks: A Case from an Emerging Market.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1071, doi. 10.1007/s10614-017-9781-6
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- Publication type:
- Article
12
Exact Expectations: Efficient Calculation of DSGE Models.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 977, doi. 10.1007/s10614-017-9780-7
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- Publication type:
- Article
13
Quantile Regression for Dynamic Panel Data Using Hausman-Taylor Instrumental Variables.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1033, doi. 10.1007/s10614-017-9779-0
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- Publication type:
- Article
14
Optimal Stop-Loss Reinsurance Under the VaR and CTE Risk Measures: Variable Transformation Method.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 1133, doi. 10.1007/s10614-017-9778-1
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- Publication type:
- Article
15
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 991, doi. 10.1007/s10614-017-9777-2
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- Publication type:
- Article
16
Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 921, doi. 10.1007/s10614-017-9772-7
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- Publication type:
- Article
17
Indexing of Technical Change in Aggregated Data.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 901, doi. 10.1007/s10614-017-9771-8
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- Publication type:
- Article
18
Evolutionary Dynamics of Price Dispersion with Market-Dependent Costs.
- Published in:
- Computational Economics, 2019, v. 53, n. 3, p. 951, doi. 10.1007/s10614-017-9770-9
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- Publication type:
- Article