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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

Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk

Wang, Huamao; Yang, Zhaojun; Zhang, Hai - In: European journal of operational research : EJOR 241 (2015) 3, pp. 863-871

Persistent link: https://www.econbiz.de/10010487491

The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications

Recchioni, Maria Cristina; Iori, Giulia; Tedeschi, Gabriele - In: European journal of operational research : EJOR 293 (2021) 1, pp. 336-360

Persistent link: https://www.econbiz.de/10012502484

Merton's portfolio problem including market frictions : a closed-form formula supporting the shadow price approach

Mariani, Francesca; Recchioni, Maria Cristina; Ciommi, … - In: European journal of operational research : EJOR 275 (2019) 3, pp. 1178-1189

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From bond yield to macroeconomic instability : a parsimonious affine model

Recchioni, Maria Cristina; Tedeschi, Gabriele - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1116-1135

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Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk

Wang, Huamao; Yang, Zhaojun; Zhang, Hai - In: European Journal of Operational Research 241 (2015) 3, pp. 863-871

We consider a risk-averse entrepreneur who invests in a project with idiosyncratic risk. In contrast to the literature, we assume the entrepreneur is unable to get a loan from a bank directly because of the low creditability of the entrepreneur and so an innovative financial contract, named...

Persistent link: https://www.econbiz.de/10011117458