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~isPartOf:"Computational economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Erwartungsbildung"
~subject:"Stochastic process"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Computational economics
The journal of finance : the journal of the American Finance Association
Journal of economic dynamics & control
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ECONIS (ZBW)
24
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1
Numerical approximation to a variable-order time-fractional Black-Scholes model with applications in option pricing
Zhang, Meihui
;
Zheng, Xiangcheng
- In:
Computational economics
62
(
2023
)
3
,
pp. 1155-1175
Persistent link: https://www.econbiz.de/10014382889
Saved in:
2
An approximation scheme for option pricing under two-state continuous CAPM
Safdari-Vaighani, Ali
;
Ahmadian, Davood
;
Javid-Jahromi, Roja
- In:
Computational economics
57
(
2021
)
4
,
pp. 1373-1385
Persistent link: https://www.econbiz.de/10012543380
Saved in:
3
A new characterization of equilibrium in a multi-period finance economy : a computational viewpoint
Won, Dongchul
- In:
Computational economics
53
(
2019
)
1
,
pp. 367-396
Persistent link: https://www.econbiz.de/10012134686
Saved in:
4
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
Saved in:
5
Contrarian behavior, information networks and heterogeneous expectations in an asset pricing model
Makarewicz, Tomasz
- In:
Computational economics
50
(
2017
)
2
,
pp. 231-279
Persistent link: https://www.econbiz.de/10011762381
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6
Hybrid perturbation-projection method for solving DSGE asset pricing models
Chen, Yuanyuan
;
Fowler, Stuart
- In:
Computational economics
48
(
2016
)
4
,
pp. 649-667
Persistent link: https://www.econbiz.de/10011713096
Saved in:
7
Oscillatory dynamics in a continuous-time delay asset price model with dynamical fundamental price
Xu, Xunxia
;
Liu, Jia
;
Guo, Liuxiao
;
Xu, Zhenyuan
- In:
Computational economics
45
(
2015
)
3
,
pp. 517-529
Persistent link: https://www.econbiz.de/10011415626
Saved in:
8
Estimation of a structural stochastic volatility model of asset pricing
Franke, Reiner
;
Westerhoff, Frank H.
- In:
Computational economics
38
(
2011
)
1
,
pp. 53-83
Persistent link: https://www.econbiz.de/10009237000
Saved in:
9
Stock returns and volatility : pricing the short-run and long-run components of market risk
Adrian, Tobias
;
Rosenberg, Joshua V.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2997-3030
Persistent link: https://www.econbiz.de/10003823154
Saved in:
10
Asset price dynamics when behavioural heterogeneity varies
Colucci, Domenico
;
Valori, Vincenzo
- In:
Computational economics
32
(
2008
)
1/2
,
pp. 3-20
Persistent link: https://www.econbiz.de/10003755526
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