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Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik - In: Journal of economic dynamics & control 37 (2013) 3, pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
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The impact of a reference point determined by social comparison on wealth growth and inequality
Lou, Youcheng; Strub, Moris S.; Li, Duan; Wang, Shouyang - In: Journal of economic dynamics & control 127 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012668948
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Firm growth and Laplace distribution : the importance of large jumps
Arata, Yoshiyuki - In: Journal of economic dynamics & control 103 (2019), pp. 63-82
Persistent link: https://www.econbiz.de/10012131076
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Validating an agent-based model of the Zipf's Law : a discrete Markov-chain approach
Gaujal, Bruno; Gulyás, László; Mansury, Yuri; … - In: Journal of economic dynamics & control 41 (2014), pp. 38-49
Persistent link: https://www.econbiz.de/10010424323
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Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - In: Journal of economic dynamics & control 48 (2014), pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
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The stable non-Gaussian asset allocation : a comparison with the classical Gaussian approach
Tokat, Yesim; Račev, Svetlozar T.; Schwartz, Eduardo S. - In: Journal of economic dynamics & control 27 (2003) 6, pp. 937-969
Persistent link: https://www.econbiz.de/10001734458
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Gram-Charlier densities
Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
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Consumption asset pricing with stable shocks-exploring a solution and its implications for mean equity returns
Bidarkota, Prasad V.; McCulloch, J. Huston - In: Journal of economic dynamics & control 27 (2003) 3, pp. 399-421
Persistent link: https://www.econbiz.de/10001706327
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Binomial valuation of lookback options
Babbs, Simon H. - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1499-1525
Persistent link: https://www.econbiz.de/10001508727
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Motion picture profit, the stable Paretian hypothesis, and the curse of the superstar
De Vany, Arthur; Walls, W. David - In: Journal of economic dynamics & control 28 (2004) 6, pp. 1035-1057
Persistent link: https://www.econbiz.de/10001856064