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~isPartOf:"Applied economics letters"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Credit risk"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Real options analysis"
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Option Prices with Stochastic...
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3
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Applied economics letters
European journal of operational research : EJOR
International journal of theoretical and applied finance
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53
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42
Journal of economic dynamics & control
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1
Discrete time modeling of mean-reverting stochastic processes for real option valuation
Hahn, Warren J.
;
Dyer, James S.
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 534-548
Persistent link: https://www.econbiz.de/10003768285
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2
A note on "Monte Carlo analysis of convertible bonds with reset clause"
Yang, Jingyang
;
Choi, Yoon
;
Li, Shenghong
;
Yu, Jinping
- In:
European journal of operational research : EJOR
200
(
2009/10
)
3
,
pp. 924-925
Persistent link: https://www.econbiz.de/10003892409
Saved in:
3
Valuing interdependent multi-stage IT investments : a real options approach
Pendharkar, Parag C.
- In:
European journal of operational research : EJOR
201
(
2010
)
3
,
pp. 847-859
Persistent link: https://www.econbiz.de/10003959873
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4
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
5
Asymptotic formulas for the derivates of probability functions and their Monte Carlo estimations
Garnier, Josselin
;
Omrane, Abdennebi
;
Rouchdy, Youssef
- In:
European journal of operational research : EJOR
198
(
2009
)
3
,
pp. 848-858
Persistent link: https://www.econbiz.de/10003857819
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6
Arithmetic Brownian motion and real options
Alexander, David Richard
;
Mo, Mengjia
;
Stent, Alan Fraser
- In:
European journal of operational research : EJOR
219
(
2012
)
1
,
pp. 114-122
Persistent link: https://www.econbiz.de/10009511688
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7
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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8
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
9
Developing real option game models
Azevedo, Alcino
;
Paxson, Dean A.
- In:
European journal of operational research : EJOR
237
(
2014
)
3
,
pp. 909-920
Persistent link: https://www.econbiz.de/10010384670
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10
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
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