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Statistical analysis of the implied volatility derivative
Lynch, Paul; Allinson, Nigel - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345437
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Probability distribution of returns in the Heston model with stochastic volatility
Dragulescu, A.; Yakovenko, V. M. - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706612
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Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile
Konstantinov, Vassil A. - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345396
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Asset Price Bubbles and Crashes With Zero--Intelligence Traders
Duffy, John; Unver, M. Utku - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345412
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An MTAR Test for Stock Market Bubbles
Coakley, Jerry; Fuertes, Ana-Maria - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345444
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Valuing Semi-American Putable Bonds under CIR
Mallier, Roland - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345448
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Clashing Fundamentalists and the Dynamics of Price Formation
LiCalzi, M.; Pellizzari, P. - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345451
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The Influence of Representation in the GP-Based Artificial Double Auction Market: The Cases of GP with and without Automatically Defined Functions
Yeh, Chia-Hsuan - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345452
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Information, Trading, and the Pricing of Risky Financial Securities:
Rude, Christopher - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345473
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A minimal noise trader model with realistic time series
Alfarano, Simone; Lux, Thomas - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005170591