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Potential games in volatile environments
Staudigl, Mathias - In: Games and economic behavior 72 (2011) 1, pp. 271-287
Persistent link: https://www.econbiz.de/10009243211
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Institutional dynamics under revenue volatility and revenue-dependent lobbying power : a stochastic differential game approach
Boucekkine, Raouf; Prieur, Fabien; Zou, Benteng - 2015
Persistent link: https://www.econbiz.de/10011411226
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A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung; Yam, Sheung Chi Phillip; Yang, Hailiang; … - In: Scandinavian actuarial journal (2017) 8, pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
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A Stackelberg reinsurance-investment game underα-maxminmean-variance criterion and stochastic volatility
Guana, Guohui; Liang, Zongxia; Song, Yilun - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 28-63
Persistent link: https://www.econbiz.de/10014519918
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Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng; Zhang, Zhao - In: Applied economics letters 30 (2023) 7, pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
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Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim; Zimmer, Lukas; Merbecks, Constantin - In: Review of derivatives research 26 (2023) 2/3, pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
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Financial uncertainty and stock market volatility
Jiang, Ying; Liu, Xiaoquan; Lu, Zhenyu - In: European financial management : the journal of the … 30 (2024) 3, pp. 1618-1667
Persistent link: https://www.econbiz.de/10014574142
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Lookback options and dynamic fund protection under multiscale stochastic volatility
Wong, Hoi Ying; Chan, Chun Man - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 357-385
Persistent link: https://www.econbiz.de/10003755752
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Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility
Zhang, Yumo - 2022
This paper investigates the optimal asset-liability management problems for two managers subject to relative performance concerns in the presence of stochastic inflation and stochastic volatility. The objective of the two managers is to maximize the expected utility of their relative terminal...
Persistent link: https://www.econbiz.de/10014237372
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Measuring macroeconomic uncertainty : an application for Iran
Heybati, Reza - In: Iranian economic review : journal of University of Tehran 25 (2021) 3, pp. 477-498
Persistent link: https://www.econbiz.de/10012664177