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A fractal version of the Hull-White interest rate model
Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
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Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin; Gao, Y. - In: Economic modelling 29 (2012) 4, pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
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Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 30 (2013), pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
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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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Irreversible investment with uncertainty and strategic behavior
Moretto, Michele - In: Economic modelling 17 (2000) 4, pp. 589-617
Persistent link: https://www.econbiz.de/10001533894
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Does the liquidity effect guarantee a positive term premium?
Chung, Kyuil - In: Economic modelling 26 (2009) 5, pp. 893-903
Persistent link: https://www.econbiz.de/10003871215
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Asset allocation under stochastic interest rate with regime switching
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 29 (2012) 4, pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest
Bao, Qunfang; Chen, Si; Li, Shenghong - In: Economic modelling 29 (2012) 2, pp. 471-477
Persistent link: https://www.econbiz.de/10009536792
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Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments
Inagaki, Kazuyuki - In: Economic modelling 26 (2009) 1, pp. 147-154
Persistent link: https://www.econbiz.de/10003816714