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Search: subject:"upper and lower bounds"
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Upper and lower bounds
4
Option pricing theory
3
Optionspreistheorie
3
Derivat
2
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2
American options
1
Asset expansion
1
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1
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1
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Markov-Kette
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7
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Zhang, Tianqi
2
Zhang, Xiaoyuan
2
Ben-Ameur, Hatem
1
Cheaitou, Ali
1
Diaby, Vacaba
1
Fakhfakh, Tarek
1
Frutos, Javier de
1
Krishnamurthy, Vikram
1
Levy, Haim
1
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1
Schmeck, Maren Diane
1
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1
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Economic modelling
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European journal of operational research : EJOR
1
Finance research letters
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International journal of production economics
1
International journal of theoretical and applied finance
1
Operations research
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
7
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1
On pricing double-barrier options with Markov regime switching
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014288926
Saved in:
2
Barrier option pricing under a Markov Regime switching diffusion model
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 273-280
Persistent link: https://www.econbiz.de/10014249123
Saved in:
3
More possessions, more worry
Levy, Haim
;
Simaan, Yusif E.
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 893-902
Persistent link: https://www.econbiz.de/10011556518
Saved in:
4
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
5
Myopic bounds for optimal policy of POMDPs : an extension of lovejoy’s structural results
Krishnamurthy, Vikram
;
Pareek, Udit
- In:
Operations research
63
(
2015
)
2
,
pp. 428-434
Persistent link: https://www.econbiz.de/10010526699
Saved in:
6
Finite horizon stochastic inventory problem with dual sourcing : near myopic and heuristics bounds
Cheaitou, Ali
;
Van Delft, Christian
- In:
International journal of production economics
143
(
2013
)
2
,
pp. 371-378
Persistent link: https://www.econbiz.de/10009755524
Saved in:
7
Upper
and
lower
bounds
for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
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