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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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Dynamic hedging strategy in incomplete market : evidence from Shanghai fuel oil futures market
Lin, Xiaoqiang; Chen, Qiang; Tang, Zhenpeng - In: Economic modelling 40 (2014), pp. 81-90
Persistent link: https://www.econbiz.de/10010425724
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Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
Gao, Quansheng; He, Ting; Zhang, Chi - In: Economic modelling 28 (2011) 1/2, pp. 147-156
Persistent link: https://www.econbiz.de/10009270040
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Operational risk of option hedging
Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
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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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Income inequality dynamic measurement of Markov models : application to some European countries
D'Amico, Guglielmo; Di Biase, Giuseppe; Manca, Raimondo - In: Economic modelling 29 (2012) 5, pp. 1598-1602
Persistent link: https://www.econbiz.de/10009667189
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The signaling effect of tax rates under fiscal competition : a (Shannonian) transfer entropy approach
Dima, Bogdan; Dima, Ştefana Maria; Barna, Flavia - In: Economic modelling 42 (2014), pp. 373-381
Persistent link: https://www.econbiz.de/10010478093
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Parameter estimation for a computable general equilibrium model : a maximum entropy approach
Arndt, Channing; Robinson, Sherman; Tarp, Finn - In: Economic modelling 19 (2002) 3, pp. 375-398
Persistent link: https://www.econbiz.de/10001662507
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Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo; Romeu, Andres; Ruiz Marín, Manuel - In: Economic modelling 94 (2021), pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
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A multi-period portfolio selection optimization model by using interval analysis
Liu, Yong-jun; Zhang, Wei-guo; Zhang, Pu - In: Economic modelling 33 (2013), pp. 113-119
Persistent link: https://www.econbiz.de/10010192031