Dynamic characteristics of expectations of short-term interest rate and a generalized Vasicek model. [PDF]
Guan Y, Fang Z, Wang X, Wang X, Yu T.
europepmc +1 more source
A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims. [PDF]
Carr P, Cirillo P, Cirillo P.
europepmc +1 more source
Enhanced futures price-spread forecasting based on an attention-driven optimized LSTM network: integrating an improved grey wolf optimizer algorithm for enhanced accuracy. [PDF]
Tang Y, Gao Z, Cai Z, Yu J, Qin P.
europepmc +1 more source
State-owned capital and quality of green innovation: Evidence from Chinese listed private firms. [PDF]
Yan H, Chen Z, Yang Y.
europepmc +1 more source
Policy and market forces delay real estate price declines on the US coast. [PDF]
McNamara DE+4 more
europepmc +1 more source
Pricing rule based on non-arbitrage arguments for random volatility and volatility smile
Nikolai Dokuchaev
openalex +2 more sources
The effects of unified pooling arrangement on health inequity in China: a DID-RIF approach. [PDF]
Wu J, Liu Y, Wang C, Liu L, Lu J.
europepmc +1 more source