Option Pricing Model Biases: Bayesian and Markov Chain Monte Carlo Regression Analysis.
- Published in:
- Computational Economics, 2021, v. 57, n. 4, p. 1287, doi. 10.1007/s10614-020-10029-x
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2021 AND VI 57 AND IP 4
Results: 18
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An Approximation Scheme for Option Pricing Under Two-State Continuous CAPM.
- Published in:
- Computational Economics, 2021, v. 57, n. 4, p. 1373, doi. 10.1007/s10614-020-10024-2
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- Article
3
How Connected is Too Connected? Impact of Network Topology on Systemic Risk and Collapse of Complex Economic Systems.
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- Computational Economics, 2021, v. 57, n. 4, p. 1327, doi. 10.1007/s10614-020-10021-5
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- Article
4
Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback.
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- Computational Economics, 2021, v. 57, n. 4, p. 1307, doi. 10.1007/s10614-020-10020-6
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- Article
5
Extreme Wavelet Fast Learning Machine for Evaluation of the Default Profile on Financial Transactions.
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- Computational Economics, 2021, v. 57, n. 4, p. 1263, doi. 10.1007/s10614-020-10018-0
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- Article
6
Embedding Four Medium-Term Technical Indicators to an Intelligent Stock Trading Fuzzy System for Predicting: A Portfolio Management Approach.
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- Computational Economics, 2021, v. 57, n. 4, p. 1183, doi. 10.1007/s10614-020-10016-2
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- Article
7
Computational Modeling of Non-Gaussian Option Price Using Non-extensive Tsallis' Entropy Framework.
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- Computational Economics, 2021, v. 57, n. 4, p. 1353, doi. 10.1007/s10614-020-10015-3
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- Article
8
Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance.
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- Computational Economics, 2021, v. 57, n. 4, p. 1167, doi. 10.1007/s10614-020-10014-4
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- Article
9
Predicting Stock Price Using Two-Stage Machine Learning Techniques.
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- Computational Economics, 2021, v. 57, n. 4, p. 1237, doi. 10.1007/s10614-020-10013-5
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- Article
10
Data-Based Automatic Discretization of Nonparametric Distributions.
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- Computational Economics, 2021, v. 57, n. 4, p. 1217, doi. 10.1007/s10614-020-10012-6
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- Article
11
Nonparanormal Structural VAR for Non-Gaussian Data.
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- Computational Economics, 2021, v. 57, n. 4, p. 1093, doi. 10.1007/s10614-020-10009-1
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- Article
12
Multi-Factor RFG-LSTM Algorithm for Stock Sequence Predicting.
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- Computational Economics, 2021, v. 57, n. 4, p. 1041, doi. 10.1007/s10614-020-10008-2
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- Article
13
Entropy of Graphs in Financial Markets.
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- Computational Economics, 2021, v. 57, n. 4, p. 1149, doi. 10.1007/s10614-020-10007-3
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- Article
14
Two-Sided Matching with Indifferences: Using Heuristics to Improve Properties of Stable Matchings.
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- Computational Economics, 2021, v. 57, n. 4, p. 1115, doi. 10.1007/s10614-020-10006-4
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- Publication type:
- Article
15
Exploring Option Pricing and Hedging via Volatility Asymmetry.
- Published in:
- Computational Economics, 2021, v. 57, n. 4, p. 1015, doi. 10.1007/s10614-020-10005-5
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- Publication type:
- Article
16
Variance Swaps with Deterministic and Stochastic Correlations.
- Published in:
- Computational Economics, 2021, v. 57, n. 4, p. 1059, doi. 10.1007/s10614-020-10002-8
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- Publication type:
- Article
17
On the Extension of the Kiyotaki and Wright model to Transformable Goods: Speculative Behaviour on the Wine Markets.
- Published in:
- Computational Economics, 2021, v. 57, n. 4, p. 989, doi. 10.1007/s10614-020-10001-9
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- Article
18
An Expanded Local Variance Gamma Model.
- Published in:
- Computational Economics, 2021, v. 57, n. 4, p. 949, doi. 10.1007/s10614-020-10000-w
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- Publication type:
- Article