Narrow search
Showing 1 - 10 of 36
Cover Image
The implication of missing the optimal-exercise time of an American option
Chockalingam, Arun; Feng, Haolin - In: European journal of operational research : EJOR 243 (2015) 3, pp. 883-896
Persistent link: https://www.econbiz.de/10010513833
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru; Elliott, Robert J.; Ortega, Juan-Pablo - In: European journal of operational research : EJOR 247 (2015) 3, pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
Cover Image
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren; Borovkova, Svetlana; … - In: European journal of operational research : EJOR 298 (2022) 2, pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Cover Image
Generic improvements to least squares monte carlo methods with applications to optimal stopping problems
Wei, Wei; Zhu, Dan - In: European journal of operational research : EJOR 298 (2022) 3, pp. 1132-1144
Persistent link: https://www.econbiz.de/10013206929