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About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin; Prigent, Jean-Luc - In: Computational economics 56 (2020) 1, pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
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Hedging international foreign exchange risks via option based portfolio insurance
Yin, Libo; Han, Liyan - In: Computational economics 45 (2015) 1, pp. 151-181
Persistent link: https://www.econbiz.de/10010511321
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Connectedness between currency risk hedging and firm value : a deep neural network-based evaluation
Yao, Hongxing; Naveed, Hafiz Muhammad; Memon, Bilal Ahmed; … - In: Computational economics 63 (2024) 2, pp. 599-638
Persistent link: https://www.econbiz.de/10014472512
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Option pricing and distribution characteristics
Mauler, David J.; McDonald, James B. - In: Computational economics 45 (2015) 4, pp. 579-595
Persistent link: https://www.econbiz.de/10011440962
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Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo; Fabozzi, Frank J. - In: Computational economics 46 (2015) 2, pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
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New splitting scheme for pricing American options under the Heston model
Safaei, Maryam; Neisy, Abodolsadeh; Nematollahi, Nader - In: Computational economics 52 (2018) 2, pp. 405-420
Persistent link: https://www.econbiz.de/10012052953
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Pricing European options under fractional black-scholes model with a weak payoff function
Mehrdoust, Farshid; Najafi, Ali Reza - In: Computational economics 52 (2018) 2, pp. 685-706
Persistent link: https://www.econbiz.de/10012053023
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Enhancing quasi-Monte Carlo simulation by minimizing effective dimension for derivative pricing
Xiao, Ye; Wang, Xiaoqun - In: Computational economics 54 (2019) 1, pp. 343-366
Persistent link: https://www.econbiz.de/10012134177
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Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam; Kumar, Sumit; Tomar, Nutan Kumar - In: Computational economics 54 (2019) 2, pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
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A spectral approach to pricing of arbitrage-free sabr discrete barrier options
Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun - In: Computational economics 54 (2019) 3, pp. 1085-1111
Persistent link: https://www.econbiz.de/10012134509