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1
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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2
Debt persistence in a deflationary environment : a regime-switching model
Ferri, Piero
;
Tramontana, Fabio
- In:
Computational economics
52
(
2018
)
2
,
pp. 421-442
Persistent link: https://www.econbiz.de/10012052954
Saved in:
3
Exploring dynamic impact of foreign direct investment on China's co2emissions using Markov-switching vector error correction model
Pan, Xiongfeng
;
Zhang, Jing
;
Li, Changyu
;
Quan, Rong
; …
- In:
Computational economics
52
(
2018
)
4
,
pp. 1139-1151
Persistent link: https://www.econbiz.de/10012053138
Saved in:
4
Approximating the solution of stochastic optimal control problems and the Merton's portfolio selection model
Kafash, Behzad
- In:
Computational economics
54
(
2019
)
2
,
pp. 763-782
Persistent link: https://www.econbiz.de/10012134353
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5
Computing the bargaining approach for equalizing the ratios of maximal gains in continuous-time Markov chains games
Trejo, Kristal K.
;
Clempner, Julio B.
;
Poznjak, Aleksandr S.
- In:
Computational economics
54
(
2019
)
3
,
pp. 933-955
Persistent link: https://www.econbiz.de/10012134483
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6
On the numerical solution of Mertonian control problems : a survey of the markov chain approximation method for the working economist
Ellersgaard, Simon
- In:
Computational economics
54
(
2019
)
3
,
pp. 1179-1211
Persistent link: https://www.econbiz.de/10012134515
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7
Modeling credit risk with hidden Markov default intensity
Yu, Feng-Hui
;
Lu, Jiejun
;
Gu, Jia-Wen
;
Ching, Wai Ki
- In:
Computational economics
54
(
2019
)
3
,
pp. 1213-1229
Persistent link: https://www.econbiz.de/10012134519
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8
Stress testing for retail mortgages based on probability analysis
Liu, Chang
;
Nassar, Raja
- In:
Computational economics
53
(
2019
)
1
,
pp. 433-455
Persistent link: https://www.econbiz.de/10012134696
Saved in:
9
Option pricing under a stochastic interest rate and volatility model with hidden Markovian regime-switching
Zhu, Dong-Mei
;
Lu, Jiejun
;
Ching, Wai Ki
;
Siu, Tak Kuen
- In:
Computational economics
53
(
2019
)
2
,
pp. 555-586
Persistent link: https://www.econbiz.de/10012134818
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10
A numerical algorithm for the coupled PDEs control problem
Yuan, Gonglin
;
Li, Xiangrong
- In:
Computational economics
53
(
2019
)
2
,
pp. 697-707
Persistent link: https://www.econbiz.de/10012134850
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