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The Non-Linearity of the Financial Accelerator
Natalucci, Fabio; Levin, Andrew - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005537818
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A Stochastic Seasonal Model for Commodity Option Pricing
Barbu, Monica; Burrage, Kevin - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345663
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The Evolution of Expectations Towards Expiration
Weide, Roy van der; Peters, Remco - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345665
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An Implementation of the Shirakawa Jump-Diffusion Term Structure Model
Nikitopoulos-Sklibosios, Christina; Chiarella, Carl - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005345678
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Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge
Webber, Nick; Ribeiro, Claudia - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005170606
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A Numerical Solution to American Style Options on Commodities
Burrage, Kevin; Alcock, Jamie; Barbu, Monica - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005537812
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A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge
Webber, Nick; Ribeiro, Claudia - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005537821
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Financial Modeling based on the Trajectory Domain
Tsao, Chueh-Yung; Chen, Shu-Heng - Society for Computational Economics - SCE - 2003
Persistent link: https://www.econbiz.de/10005132914