Narrow search
Showing 1 - 10 of 146
Cover Image
Static replication of barrier options : some general results
Andersen, Leif B. G.; Andreasen, Jesper Fredborg; … - In: The journal of computational finance 5 (2002) 4, pp. 1-25
Persistent link: https://www.econbiz.de/10001695829
Cover Image
Cost-benefit analysis of the Hukou reform : simulation evidence from a theoretical labor market model
Song, Yang - In: China economic quarterly international : CEQI 1 (2021) 2, pp. 109-119
We built a labor market model in China to incorporate key features of the current Chinese Hukou system (a system of household registration). Simulation analyses showed that when the Hukou system was fully reformed or abolished, more older workers would migrate to cities, leading to a rise in...
Persistent link: https://www.econbiz.de/10013163749
Cover Image
Competitive burnout : theory and experimental evidence
Amegashie, J. Atsu; Cadsby, Charles Bram; Song, Yang - In: Games and economic behavior 59 (2007) 2, pp. 213-239
Persistent link: https://www.econbiz.de/10003483368
Cover Image
Modeling migration barriers in a two-sector framework : a welfare analysis of the hukou reform in China
Fields, Gary S.; Song, Yang - In: Economic modelling 84 (2020), pp. 293-301
Persistent link: https://www.econbiz.de/10012210367
Cover Image
The impact of environmental regulation on the optimization of industrial structure in energy-based cities
Zhang, Zhiyuan; Li, Runfei; Yang, Song; Sahut, Jean-Michel - In: Research in international business and finance 68 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014451815
Cover Image
Moment explosions in stochastic volatility models
Andersen, Leif B. G.; Piterbarg, Vladimir V. - In: Finance and stochastics 11 (2007) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10003410634
Cover Image
A new framework for dynamic credit portfolio loss modelling
Sidenius, Jakob; Piterbarg, Vladimir; Andersen, Leif B. G. - In: International journal of theoretical and applied finance 11 (2008) 2, pp. 163-197
Persistent link: https://www.econbiz.de/10003703072
Cover Image
Option pricing with quadratic volatility : a revisit
Andersen, Leif B. G. - In: Finance and stochastics 15 (2011) 2, pp. 191-219
Persistent link: https://www.econbiz.de/10009159127
Cover Image
Discount curve construction with tension splines
Andersen, Leif B. G. - In: Review of derivatives research 10 (2007) 3, pp. 227-267
Persistent link: https://www.econbiz.de/10003748110
Cover Image
Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Andersen, Leif B. G.; Andreasen, Jesper Fredborg - In: Review of derivatives research 4 (2000) 3, pp. 231-262
Persistent link: https://www.econbiz.de/10001596719