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Stochastic process
idiosyncratic shocks
107
Schock
50
Shock
43
Idiosyncratic shocks
34
Theorie
33
Theory
27
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23
Closed-form solution
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Idiosyncratic Shocks
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terms of trade
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trade flows
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aggregate shocks
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world economy
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Business cycle
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Volatility
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balance of payments
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output growth
14
Volatilität
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international trade
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oil prices
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open economy
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trading partners
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Economic models
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Produktivität
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Ss model
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Stochastischer Prozess
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aggregate demand
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closed-form solution
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exchange rate regime
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external shocks
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Economic growth
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heterogeneous agents
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Alfeus, Mesias
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Alghalith, Moawia
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Collins, James
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Itkin, Andrey
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La Torre, Davide
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Li, Shaoyu
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Economic modelling
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Annals of financial economics
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Financial innovation : FIN
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International journal of theoretical and applied finance : IJTAF
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Journal of economic dynamics & control
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Journal of economics
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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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2
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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3
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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4
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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5
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
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6
New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
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7
A closed-form solution for the stochastic volatility model with applications on international stock markets
Shi, Yanlin
- In:
Journal of the Operational Research Society
74
(
2023
)
4
,
pp. 1183-1197
Persistent link: https://www.econbiz.de/10014334888
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8
Log-normal stochastic volatility model with quadratic drift
Sepp, Artur
;
Rakhmonov, Parviz
- In:
International journal of theoretical and applied …
26
(
2023
)
8
,
pp. 1-63
Persistent link: https://www.econbiz.de/10014500285
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9
Pricing options under stochastic interest rate and the Frasca-Farina process : a simple, explicit formula
Alghalith, Moawia
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012650873
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10
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
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