Modelling corporate bank accounts

DOI10.1016/j.econlet.2021.109924zbMath1468.91186OpenAlexW3164483561MaRDI QIDQ2043118

Vlad-Marius Griguta, Helen Slater-Petty, Keeley Crockett, Luciano Gerber, John L. Fry

Publication date: 22 July 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109924

zbMATH Keywords

machine learningcorporate bank accountsfin techforecasting applications

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Uses Software

• itsmr
• ITSM2000
• PRMLT

Cites Work

• Unnamed Item
• Risk-neutral valuation. Pricing and hedging of financial derivatives.
• Introduction to Time Series and Forecasting
• Real options with a double continuation region
• Financial Modelling with Jump Processes
• Election predictions as martingales: an arbitrage approach
• An options-pricing approach to election prediction
• Theory of Financial Risk and Derivative Pricing

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