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A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann; Grunspan, Cyril - In: European journal of operational research : EJOR 249 (2016) 1, pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
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An explicitly solvable Heston model with stochastic interest rate
Recchioni, M. C.; Sun, Y. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 359-377
Persistent link: https://www.econbiz.de/10011435870
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Optimal search for parameters in Monte Carlo simulation for derivative pricing
Wang, Chuan-Ju; Kao, Ming-Yang - In: European journal of operational research : EJOR 249 (2016) 2, pp. 683-690
Persistent link: https://www.econbiz.de/10011436827
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Investment and financing for SMEs with a partial guarantee and jump risk
Luo, Pengfei; Wang, Huamao; Yang, Zhaojun - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1161-1168
Persistent link: https://www.econbiz.de/10011439328
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Better than pre-commitment mean-variance portfolio allocation strategies : a semi-self-financing Hamilton-Jacobi-Bellman equation approach
Dang, Duy Minh; Forsyth, Peter A. - In: European journal of operational research : EJOR 250 (2016) 3, pp. 827-841
Persistent link: https://www.econbiz.de/10011445336
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Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
Buckley, Winston; Long, Hongwei; Marshall, Mario - In: European journal of operational research : EJOR 252 (2016) 2, pp. 676-686
Persistent link: https://www.econbiz.de/10011457778
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A two-stage classification technique for bankruptcy prediction
Jardin, Philippe du - In: European journal of operational research : EJOR 254 (2016) 1, pp. 236-252
Persistent link: https://www.econbiz.de/10011503292
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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
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An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
Fernandes, Betina; Street, Alexandre; Valladão, Davi; … - In: European journal of operational research : EJOR 255 (2016) 3, pp. 961-970
Persistent link: https://www.econbiz.de/10011556541
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Sovereign debt markets in light of the shadow economy
Markellos, Raphaēl N.; Psychoyios, Dimitris; … - In: European journal of operational research : EJOR 252 (2016) 1, pp. 220-231
Persistent link: https://www.econbiz.de/10011449466