Similar Search Results

Narrow search

Examining the efficiency of American put option pricing by Monte Carlo methods with variance reduction

Chang, George - In: International journal of economics and finance 10 (2018) 2, pp. 10-13

Persistent link: https://www.econbiz.de/10011814902

A cost of carry-based framework for the Bitcoin futures price modeling

Lian, Yu-Min; Cheng, Chi-Hung; Lin, Shih-Hsun; Lin, … - In: Journal of mathematical finance 9 (2019) 1, pp. 42-53

Persistent link: https://www.econbiz.de/10012116666

Pricing Asian options : a comparison of numerical and simulation approaches twenty years later

Horvath, Akos; Medvegyev, Peter - In: Journal of mathematical finance 6 (2016) 5, pp. 810-841

Persistent link: https://www.econbiz.de/10011657691

Optimizing hedging effectiveness of indian agricultural commodity futures : a simulation approach

Mansabdar, Sanjay; Yaganti, Hussain C. - In: Asia Pacific financial markets 30 (2023) 1, pp. 13-36

Persistent link: https://www.econbiz.de/10014251541

GMM estimation of a stochastic volatility model with realized volatility: a Monte Carlo study

Chaussé, Pierre; Xu, Dinghai - 2012

Persistent link: https://www.econbiz.de/10009612401

Oil price volatility models during coronavirus crisis : testing with appropriate models using further univariate GARCH and Monte Carlo simulation models

Bouazizi, Tarek; Lassoued, Mongi; Hadhek, Zouhaier - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 281-292

Persistent link: https://www.econbiz.de/10012587611

The COVID-19 and stock return volatility : evidence from South Korea

Pyo, Dong-Jin - In: East Asian economic review 25 (2021) 2, pp. 205-230

Persistent link: https://www.econbiz.de/10012620806

Testing for heteroskedastic mixture of ordinary least squares errors

Senarathne, Chamil W; Wei, Jianguo - In: Romanian journal of economic forecasting 23 (2020) 2, pp. 73-91

Persistent link: https://www.econbiz.de/10012422500

Unobserved components with stochastic volatility in U.S. inflation : estimation and signal extraction

Li, Mengheng; Koopman, Siem Jan - 2018

subject to stochastic volatility. It enables the disentanglement of dynamic structures in both the mean and the variance of … increased during the 2008 financial crisis while it has recently returned to its pre-crisis level. The extracted volatility …

Persistent link: https://www.econbiz.de/10011809984

Value at risk models in Indian markets : a predictive ability evaluation study

Goel, Kushagra; Oswal, Sunny - In: Theoretical economics letters 9 (2019) 8, pp. 2824-2838

Persistent link: https://www.econbiz.de/10012214623

A service of the

zbw