scientific article; zbMATH DE number 5521802
From MaRDI portal
Publication:3607568
zbMATH Open1157.91373MaRDI QIDQ3607568FDOQ3607568
Authors: Eimutis Valakevičius
Publication date: 2 March 2009
Title of this publication is not available (Why is that?)
Recommendations
- Numerical approach to asset pricing models with stochastic differential utility
- A mathematical model for asset pricing
- Modeling asset prices
- Empirical dynamic asset pricing: model specification and econometric assessment
- Diffusion models of asset prices
- Asset pricing models, specification search, and stability analysis
- Numerical treatment of an asset price model with non-stochastic uncertainty. (With comments and rejoinder).
- Dynamical analysis for a model of asset prices with two delays
- Numerical studies of differential equations related to theoretical financial markets
Cited In (1)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3607568)