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The impact of dividend-protected CEO equity incentives on firm value and risk
Karpavičius, Sigitas; Yu, Fan - In: Economic modelling 71 (2018), pp. 16-24
Persistent link: https://www.econbiz.de/10012062446
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Employee stock option-implied risk attitude under Rank-Dependent Expected Utility
Bahaji, Hamza; Casta, Jean-François - In: Economic modelling 52 (2016), pp. 144-154
Persistent link: https://www.econbiz.de/10011645588
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Delaying the timing of offshoring low-skilled tasks
Mello-Sampayo, Felipa de; Sousa-Vale, Sofia de; … - In: Economic modelling 27 (2010) 5, pp. 951-958
Persistent link: https://www.econbiz.de/10008824936
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Pricing currency options in a fractional Brownian motion with jumps
Xiao, Wei-lin; Zhang, Wei-guo; Zhang, Xi-li; Wang, Ying-luo - In: Economic modelling 27 (2010) 5, pp. 935-942
Persistent link: https://www.econbiz.de/10008824938
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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 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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Convertible bonds with resettable conversion prices
Qiu, Junfeng; Zhang, Yongli - In: Economic modelling 31 (2013), pp. 198-205
Persistent link: https://www.econbiz.de/10009729140
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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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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