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A non-stationary model of dividend distribution in a stochastic interest-rate setting
Barth, Andrea; Moreno-Bromberg, Santiago; Reichmann, Oleg - In: Computational economics 47 (2016) 3, pp. 447-472
Persistent link: https://www.econbiz.de/10011712413
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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
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R&D-based calibrated growth models with finite-length patents : a novel relaxation algorithm for solving an autonomous FDE system of mixed type
Lin, Hwan-chyang; Shampine, Lawrence F. - In: Computational economics 51 (2018) 1, pp. 123-158
Persistent link: https://www.econbiz.de/10011963601
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Computing transitional cycles for a deterministic time-to-build growth model
Lin, Hwan-chyang - In: Computational economics 51 (2018) 3, pp. 677-696
Persistent link: https://www.econbiz.de/10011963722
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Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria; Cerrato, Mario - In: Computational economics 35 (2010) 3, pp. 235-244
Persistent link: https://www.econbiz.de/10003957719
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Using Chebyshev polynomials to approximate partial differential equations : a reply
Mosiño, Alejandro - In: Computational economics 39 (2012) 1, pp. 13-27
Persistent link: https://www.econbiz.de/10009508051
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A study of the international stock market behavior during COVID-19 pandemic using a driven iterated function system
Gupta, Aman; Shaju, Cyril; Pratibha; Kamal - In: Computational economics 61 (2023) 1, pp. 57-68
Persistent link: https://www.econbiz.de/10014228398