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Volume 40; Issue 1
Main
Computational Economics
Volume 40; Issue 1
Computational Economics
Volume 40; Issue 1
1
The Hitting Time Density for a Reflected Brownian Motion
Qin Hu, Yongjin Wang, Xuewei Yang
Journal:
Computational Economics
Year:
2012
Language:
english
File:
PDF, 408 KB
Your tags:
english, 2012
2
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity
Cathy W. S. Chen, Simon Lin, Philip L. H. Yu
Journal:
Computational Economics
Year:
2012
Language:
english
File:
PDF, 1.20 MB
Your tags:
english, 2012
3
A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing
Zhongdi Cen, Anbo Le, Aimin Xu
Journal:
Computational Economics
Year:
2012
Language:
english
File:
PDF, 814 KB
Your tags:
english, 2012
4
Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models
Andrey Itkin, Peter Carr
Journal:
Computational Economics
Year:
2012
Language:
english
File:
PDF, 706 KB
Your tags:
english, 2012
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