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Pricing a specific equity index annuity in a regime-switching Lévy model with jump
Wang, Yayun - In: Computational economics 61 (2023) 3, pp. 1115-1135
Persistent link: https://www.econbiz.de/10014252150
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An iterative approach to ill-conditioned optimal portfolio selection
Gulliksson, Mårten; Mazur, Stepan - In: Computational economics 56 (2020) 4, pp. 773-794
Persistent link: https://www.econbiz.de/10012390467
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ORPIT : a matlab toolbox for option replication and portfolio insurance in incomplete markets
Katsikis, Vasilios N.; Mourtas, Spyridon D. - In: Computational economics 56 (2020) 4, pp. 711-721
Persistent link: https://www.econbiz.de/10012390445
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New procedures for testing whether stock price processes are martingales
Takeuchi, Keiichi; Akimichi, Takemura; Kumon, Masayuki - In: Computational economics 37 (2011) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10008902941
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Stock price ranking by learning pairwise preferences
Tas, Engin; Atli, Ayca Hatice - In: Computational economics 63 (2024) 2, pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
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Ranking countries and geographical regions in the international green bond transfer network : a computational weighted network approach
Halkos, George E.; Managi, Shunsuke; Tsilika, Kyriaki - In: Computational economics 58 (2021) 4, pp. 1301-1346
Persistent link: https://www.econbiz.de/10012697924
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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