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Li, Yong
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Computational economics
European journal of operational research : EJOR
813
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396
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324
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286
Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of financial engineering
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Finance research letters
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Journal of economic theory
75
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
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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
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
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3
Adaptive radial basis function methods for pricing options under jump-diffusion models
Chan, Tat Lung
- In:
Computational economics
47
(
2016
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10011712485
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4
GPS data mining at signalized intersections for congestion charging
Wang, Yu
;
Zhang, Dongbo
;
Zhang, Yu
- In:
Computational economics
59
(
2022
)
4
,
pp. 1713-1734
Persistent link: https://www.econbiz.de/10013262228
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5
Stochastic process and data analysis
Ho, Diem
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003486440
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6
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
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7
How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller
- In:
Computational economics
35
(
2010
)
2
,
pp. 127-154
Persistent link: https://www.econbiz.de/10003947913
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8
A Benders decomposition method for solving stochastic complementarity problems with an application in energy
Gabriel, Steven A.
;
Fuller, J. David
- In:
Computational economics
35
(
2010
)
4
,
pp. 301-329
Persistent link: https://www.econbiz.de/10003992459
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9
Optimal policy response with control parameter and intercept covariance
Gonzalez, Fidel
- In:
Computational economics
31
(
2008
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003612205
Saved in:
10
Stochastic ceteris paribus simulations
Kolsrud, Dag Olaf
- In:
Computational economics
31
(
2008
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10003612212
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