Non-tradability interval for heterogeneous rational players in the option markets.
- Published in:
- Computational Management Science, 2022, v. 19, n. 1, p. 133, doi. 10.1007/s10287-021-00413-9
- By:
- Publication type:
- Article
Works matching IS 1619697X AND DT 2022 AND VI 19 AND IP 1
Results: 6
1
2
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process.
- Published in:
- Computational Management Science, 2022, v. 19, n. 1, p. 99, doi. 10.1007/s10287-021-00412-w
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- Publication type:
- Article
3
Black's model in a negative interest rate environment, with application to OTC derivatives.
- Published in:
- Computational Management Science, 2022, v. 19, n. 1, p. 25, doi. 10.1007/s10287-021-00408-6
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- Publication type:
- Article
4
Computing nonperforming loan prices in banking efficiency analysis.
- Published in:
- Computational Management Science, 2022, v. 19, n. 1, p. 1, doi. 10.1007/s10287-021-00406-8
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- Publication type:
- Article
5
Predictive stochastic programming.
- Published in:
- Computational Management Science, 2022, v. 19, n. 1, p. 65, doi. 10.1007/s10287-021-00400-0
- By:
- Publication type:
- Article
6
Constructing banking networks under decreasing costs of link formation.
- Published in:
- Computational Management Science, 2022, v. 19, n. 1, p. 41, doi. 10.1007/s10287-021-00393-w
- By:
- Publication type:
- Article