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~accessRights:"restricted"
~isPartOf:"Computational economics"
~person:"Edwards, David A."
~person:"Linton, Oliver"
~person:"Račev, Svetlozar T."
~subject:"ARCH-Modell"
~subject:"Theorie"
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Simulation solution to a two-dimensional mortgage refinancing problem
Xie, Dejun
;
Zhang, Nan
;
Edwards, David A.
- In:
Computational economics
52
(
2018
)
2
,
pp. 479-492
Persistent link: https://www.econbiz.de/10012052963
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Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
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