Narrow search
Showing 1 - 4 of 4
Cover Image
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha; He, Xin-Jiang - In: Computational economics 59 (2022) 3, pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
Cover Image
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang; Lin, Sha - In: Computational economics 60 (2022) 4, pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
Cover Image
Revisiting the Merton problem : from HARA to CARA utility
Ma, Guiyuan; Zhu, Song-Ping - In: Computational economics 59 (2022) 2, pp. 651-686
Persistent link: https://www.econbiz.de/10013169029
Cover Image
A numerical solution of optimal portfolio selection problem with general utility functions
Ma, Guiyuan; Zhu, Song-Ping; Kang, Boda - In: Computational economics 55 (2020) 3, pp. 957-981
Persistent link: https://www.econbiz.de/10012223689