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The mechanics of VAR forecast pooling : a DSGE model based Monte Carlo study
Henzel, Steffen R.; Mayr, Johannes - In: The North American journal of economics and finance : a … 24 (2013), pp. 1-24
Persistent link: https://www.econbiz.de/10009739700
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Valuation of new-designed contracts for catastrophe risk management
Wang, Xingchun - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012204296
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Identifying permanent and transitory risks in the Chinese property insurance market
Guo, Feng; Huang, Ying - In: The North American journal of economics and finance : a … 26 (2013), pp. 689-704
Persistent link: https://www.econbiz.de/10010370482
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Exchange options for catastrophe risk management
Wang, Guanying; Wang, Xingchun; Shao, Xinjian - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013413429
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Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models
Zhang, Ling; Lai, Yongzeng; Zhang, Shuhua; Li, Lin - In: The North American journal of economics and finance : a … 47 (2019), pp. 602-621
Persistent link: https://www.econbiz.de/10012120139
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Pricing of vulnerable options with early counterparty credit risk
Jeon, Junkee; Kim, Geonwoo - In: The North American journal of economics and finance : a … 47 (2019), pp. 645-656
Persistent link: https://www.econbiz.de/10012120148
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State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min; Liao, Szu-Lang; Chen, Jun-Home - In: The North American journal of economics and finance : a … 33 (2015), pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
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Term structure estimation in the presence of autocorrelation
Juneja, Januj - In: The North American journal of economics and finance : a … 28 (2014), pp. 119-129
Persistent link: https://www.econbiz.de/10010461168
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Variance-constrained canonical least-squares Monte Carlo : an accurate method for pricing American options
Liu, Qiang; Guo, Shuxin - In: The North American journal of economics and finance : a … 28 (2014), pp. 77-89
Persistent link: https://www.econbiz.de/10010461176
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Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.; Wang, Zona; Songsak Sriboonchitta; … - In: The North American journal of economics and finance : a … 39 (2017), pp. 38-55
Persistent link: https://www.econbiz.de/10011878579