Updating wealth in an asset pricing model with heterogeneous agents.
Brianzoni, Serena, Mammana, Cristiana, Michetti, Elisabetta (2010)
Discrete Dynamics in Nature and Society
Similarity:
Displaying similar documents to “Pricing exotic options under a high-order Markovian regime switching model.”
Updating wealth in an asset pricing model with heterogeneous agents.
Profitability analysis of price-taking strategy in disequilibrium.
Huang, Weihong (2007)
Discrete Dynamics in Nature and Society
Similarity:
Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering.
Swishchuk, Anatoliy, Manca, Raimondo (2010)
Mathematical Problems in Engineering
Similarity:
Triumph over your rivals in dynamic oligopoly.
Huang, Weihong (2008)
Discrete Dynamics in Nature and Society
Similarity:
Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
P.-L. Lions, J.-M. Lasry (2007)
Annales de l'I.H.P. Analyse non linéaire
Similarity:
Volatility model risk measurement and against worst case volatilities
Risklab project in model risk (2000)
Journal de la société française de statistique
Similarity:
Pricing participating products under a generalized jump-diffusion model.
Siu, Tak Kuen, Lau, John W., Yang, Hailiang (2008)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Generation of predictive price and trading volume patterns in a model of dynamically evolving free market supply and demand.
Wang, J.K. (2001)
Discrete Dynamics in Nature and Society
Similarity:
Mathematical modeling of an industrial firm in transient economy.
Pospelov, I.G. (2001)
Discrete Dynamics in Nature and Society
Similarity:
Limit theorems for discrete-time metapopulation models.
Buckley, F.M., Pollett, P.K. (2010)
Probability Surveys [electronic only]
Similarity:
Option pricing in a regime-switching model using the fast Fourier transform.
Liu, R.H., Zhang, Q., Yin, G. (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity: