Nonlinear Economic Dynamics and Financial Modelling
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Published By Springer International Publishing

9783319074696, 9783319074702

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Boundedly Rational Monopoly with Single Continuously Distributed Time Delay

Nonlinear Economic Dynamics and Financial Modelling ◽

10.1007/978-3-319-07470-2_7 ◽

2014 ◽

pp. 83-107 ◽

Cited By ~ 1

Author(s):

Akio Matsumoto ◽

Ferenc Szidarovszky

Keyword(s):

Time Delay ◽

Distributed Time Delay

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On an Integral Arising in Mathematical Finance

Nonlinear Economic Dynamics and Financial Modelling ◽

10.1007/978-3-319-07470-2_20 ◽

2014 ◽

pp. 355-370

Author(s):

Mark Craddock

Keyword(s):

Mathematical Finance

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How Non-normal Is US Output?

Nonlinear Economic Dynamics and Financial Modelling ◽

10.1007/978-3-319-07470-2_9 ◽

2014 ◽

pp. 135-159 ◽

Cited By ~ 3

Author(s):

Reiner Franke

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Mathematical Modelling of Financial Instability and Macroeconomic Stabilisation Policies

Nonlinear Economic Dynamics and Financial Modelling ◽

10.1007/978-3-319-07470-2_5 ◽

2014 ◽

pp. 41-63 ◽

Cited By ~ 2

Author(s):

Toichiro Asada

Keyword(s):

Mathematical Modelling ◽

Financial Instability ◽

Stabilisation Policies

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Change of Numéraire and a Jump-Diffusion Option Pricing Formula

Nonlinear Economic Dynamics and Financial Modelling ◽

10.1007/978-3-319-07470-2_21 ◽

2014 ◽

pp. 371-389

Author(s):

Gerald H. L. Cheang ◽

Gim-Aik Teh

Keyword(s):

Option Pricing ◽

Jump Diffusion ◽

Pricing Formula

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Pricing an American Call Under Stochastic Volatility and Interest Rates

Nonlinear Economic Dynamics and Financial Modelling ◽

10.1007/978-3-319-07470-2_17 ◽

2014 ◽

pp. 291-314 ◽

Cited By ~ 1

Author(s):

Boda Kang ◽

Gunter H. Meyer

Keyword(s):

Interest Rates ◽

Stochastic Volatility

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Computational Issues in the Stochastic Discount Factor Framework for Equity Risk Premium

Nonlinear Economic Dynamics and Financial Modelling ◽

10.1007/978-3-319-07470-2_14 ◽

2014 ◽

pp. 235-249

Author(s):

Ramaprasad Bhar ◽

A. G. Malliaris

Keyword(s):

Risk Premium ◽

Discount Factor ◽

Stochastic Discount Factor ◽

Equity Risk Premium ◽

Equity Risk

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On Multicurve Models for the Term Structure

Nonlinear Economic Dynamics and Financial Modelling ◽

10.1007/978-3-319-07470-2_16 ◽

2014 ◽

pp. 275-290 ◽

Cited By ~ 18

Author(s):

Laura Morino ◽

Wolfgang J. Runggaldier

Keyword(s):

Term Structure

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What’s Beyond? Some Perspectives on the Future of Mathematical Economics

Nonlinear Economic Dynamics and Financial Modelling ◽

10.1007/978-3-319-07470-2_3 ◽

2014 ◽

pp. 19-23 ◽

Cited By ~ 1

Author(s):

Carl Chiarella

Keyword(s):

Mathematical Economics ◽

The Future

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A Multi-factor Structural Model for Australian Electricity Market Risk

Nonlinear Economic Dynamics and Financial Modelling ◽

10.1007/978-3-319-07470-2_19 ◽

2014 ◽

pp. 335-354 ◽

Cited By ~ 1

Author(s):

John Breslin ◽

Les Clewlow ◽

Chris Strickland

Keyword(s):

Electricity Market ◽

Structural Model ◽

Market Risk

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Nonlinear Economic Dynamics and Financial ModellingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Boundedly Rational Monopoly with Single Continuously Distributed Time Delay

On an Integral Arising in Mathematical Finance

How Non-normal Is US Output?

Mathematical Modelling of Financial Instability and Macroeconomic Stabilisation Policies

Change of Numéraire and a Jump-Diffusion Option Pricing Formula

Pricing an American Call Under Stochastic Volatility and Interest Rates

Computational Issues in the Stochastic Discount Factor Framework for Equity Risk Premium

On Multicurve Models for the Term Structure

What’s Beyond? Some Perspectives on the Future of Mathematical Economics

A Multi-factor Structural Model for Australian Electricity Market Risk

Nonlinear Economic Dynamics and Financial Modelling
Latest Publications