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The double exponential jump diffusion model for pricing European options under fuzzy environments
Zhang, Li-Hua; Zhang, Wei-guo; Xiao, Wei-Lin - In: Economic modelling 29 (2012) 3, pp. 780-786
Persistent link: https://www.econbiz.de/10009545516
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A note on the use of fractional Brownian motion for financial modeling
Rostek, Stefan; Schöbel, Rainer - In: Economic modelling 30 (2013), pp. 30-35
Persistent link: https://www.econbiz.de/10009702270
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Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang; Zhang, Wei; Xu, Hai-chuan - In: Economic modelling 39 (2014), pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
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Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung; Kim, Bara; Kim, Jerim - In: Economic modelling 41 (2014), pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
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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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Stability and bifurcation in a simple heterogeneous asset pricing model
Xiaoling Ke; Ke Shi - In: Economic modelling 26 (2009) 3, pp. 680-688
Persistent link: https://www.econbiz.de/10003870695
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Relative price changes and absolute banking disasters : the role of equilibrium asset price adjustments
Kildegaard, Arne - In: Economic modelling 24 (2007) 2, pp. 295-311
Persistent link: https://www.econbiz.de/10003415668
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Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)/ C. C. Wu, Jack C. Lee
Wu, C. C.; Lee, Jack C. - In: Economic modelling 24 (2007) 2, pp. 329-349
Persistent link: https://www.econbiz.de/10003415673
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Investment under event risk in China stock market : a theoretical analysis
Cai, Mingchao; Wang, Yongxiang; Wu, Weixing - In: Economic modelling 24 (2007) 4, pp. 673-682
Persistent link: https://www.econbiz.de/10003457110
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Market stability switches in a continuous-time financial market with heterogeneous beliefs
He, Xue-zhong; Li, Kai; Wei, Junjie; Zheng, Min - In: Economic modelling 26 (2009) 6, pp. 1432-1442
Persistent link: https://www.econbiz.de/10003923604