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A closed-form solution for a tollbooth tandem queue with two heterogeneous servers and exponential service times
Do, Tien Van - In: European journal of operational research : EJOR 247 (2015) 2, pp. 672-675
Persistent link: https://www.econbiz.de/10011375802
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Solving asset pricing models with stochastic volatility
De Groot, Oliver - In: Journal of economic dynamics & control 52 (2015), pp. 308-321
Persistent link: https://www.econbiz.de/10011474217
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Closed-form solutions for valuing partial lookback options with random initiation
Kim, Geonwoo; Jeon, Junkee - In: Finance research letters 24 (2018), pp. 321-327
Persistent link: https://www.econbiz.de/10011982667
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Evaluation of geometric Asian power options under fractional Brownian motion
Mao, Zhijuan; Liang, Zhian - In: Journal of mathematical finance 4 (2014) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10010422095
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Optimal consumption-investment strategy under the Vasicek model : HARA utility and Legendre transform
Chang, Hao; Chang, Kai - In: Insurance / Mathematics & economics 72 (2017), pp. 215-227
Persistent link: https://www.econbiz.de/10011694631
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Root-N consistent estimation of a panel data binary response model with unknown correlated random effects
Chen, Songnian; Si, Jichun; Zhang, Hanghui; Zhou, Yahong - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 559-571
Persistent link: https://www.econbiz.de/10011893790
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Stochastic continuous time growth models that allow for closed form solutions
Menoncin, Francesco; Nembrini, Stefano - In: Journal of economics 124 (2018) 3, pp. 213-241
Persistent link: https://www.econbiz.de/10011905075
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Modeling loss given default with stochastic collateral
Frontczak, Robert; Rostek, Stefan - In: Economic modelling 44 (2015), pp. 162-170
Persistent link: https://www.econbiz.de/10011326261
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Population dynamics and utilitarian criteria in the Lucas-Uzawa Model
Marsiglio, Simone; La Torre, Davide - In: Economic modelling 29 (2012) 4, pp. 1197-1204
Persistent link: https://www.econbiz.de/10009667405