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Using the "Chandrasekhar Recursions" for likelihood evaluation of DSGE models
Herbst, Edward P. - In: Computational economics 45 (2015) 4, pp. 693-705
Persistent link: https://www.econbiz.de/10011440987
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A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar - In: Computational economics 60 (2022) 1, pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
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Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Computational economics 56 (2020) 1, pp. 87-114
Persistent link: https://www.econbiz.de/10012272020
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A computational method based on the moving least-squares approach for pricing double barrier options in a time-fractional Black-Scholes model
Golbabai, Ahmad; Nikan, Omid - In: Computational economics 55 (2020) 1, pp. 119-141
Persistent link: https://www.econbiz.de/10012222594
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Technological change and catching-up in the Indian banking sector : a time-dependent nonparametric frontier approach
Mallick, Sushanta Kumar; Rughoo, Aarti; Tzeremes, … - In: Computational economics 56 (2020) 1, pp. 217-237
Persistent link: https://www.econbiz.de/10012272027
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On the convergence of the generalized ibn ezra value
Mesnard, Louis de - In: Computational economics 54 (2019) 3, pp. 1065-1084
Persistent link: https://www.econbiz.de/10012134508
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Convergence of discretized value function iteration
Kirkby, Robert - In: Computational economics 49 (2017) 1, pp. 117-153
Persistent link: https://www.econbiz.de/10011751819
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Convergence of European business cycles : a complex networks approach
Papadimitriou, Theophilos; Gkonkas, Periklēs; … - In: Computational economics 47 (2016) 2, pp. 97-119
Persistent link: https://www.econbiz.de/10011712301
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The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade; Mesgarani, H.; Adl, A.; Farnam, B. - In: Computational economics 61 (2023) 2, pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
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An efficient numerical scheme to approach the time fractional Black-Scholes model using orthogonal gegenbauer polynomials
Aghdam, Y. Esmaeelzade; Mesgarani, H.; Amin, A.; … - In: Computational economics 64 (2024) 1, pp. 211-224
Persistent link: https://www.econbiz.de/10015078017