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What determines volatility smile in China?
Li, Pengshi; Xian, Aichuan; Lin, Yan - In: Economic modelling 96 (2021), pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
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Applying the Model Order Reduction method to a European option pricing model
Lin, Shao-bin; Chen, Chun-Da - In: Economic modelling 33 (2013), pp. 533-536
Persistent link: https://www.econbiz.de/10010193332
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An improved framework for approximating option prices with application to option portfolio hedging
Mozumder, Sharif; Dempsey, Michael; Kabir, M. Humayun; … - In: Economic modelling 59 (2016), pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
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Financing with equity-for-guarantee swaps and dynamic investment under incomplete markets
Xia, Xin; Gan, Liu - In: Economic modelling 98 (2021), pp. 349-360
Persistent link: https://www.econbiz.de/10012793994
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Performance of interest rate rules under credit market imperfections
Blas, Beatriz de - In: Economic modelling 26 (2009) 3, pp. 586-596
Persistent link: https://www.econbiz.de/10003870627
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Welfare improving distributionally neutral tax reforms
Mathieu-Bolh, Nathalie - In: Economic modelling 27 (2010) 5, pp. 1253-1268
Persistent link: https://www.econbiz.de/10008824874
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Macroprudential rules and monetary policy when financial frictions matter
Bailliu, Jeannine N.; Meh, Césaire Assah; Zhang, Yahong - In: Economic modelling 50 (2015), pp. 148-161
Persistent link: https://www.econbiz.de/10011440461
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Incomplete interest rate pass-through under credit and labor market frictions
Ciccarone, Giuseppe; Giuli, Francesco; Liberati, Danilo - In: Economic modelling 36 (2014), pp. 645-657
Persistent link: https://www.econbiz.de/10010416287
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A time series analysis of labor productivity : Italy versus the European countries and the US
Calcagnini, Giorgio; Travaglini, Giuseppe - In: Economic modelling 36 (2014), pp. 622-628
Persistent link: https://www.econbiz.de/10010416292
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Growth, productivity and market imperfections : introduction
Saltari, Enrico (contributor) - In: Economic modelling 36 (2014), pp. 607
Persistent link: https://www.econbiz.de/10010416314