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~isPartOf:"European journal of operational research : EJOR"
~subject:"Real options analysis"
~subject:"Volatility"
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Option Prices with Stochastic...
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Real options analysis
Volatility
Option pricing theory
133
Optionspreistheorie
133
Stochastic process
58
Stochastischer Prozess
58
Volatilität
42
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36
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European journal of operational research : EJOR
International journal of theoretical and applied finance
174
Quantitative finance
110
The journal of futures markets
85
Journal of banking & finance
83
Applied mathematical finance
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
The journal of computational finance
66
Finance research letters
54
Review of derivatives research
53
International journal of financial engineering
49
Computational economics
43
Journal of economic dynamics & control
42
Finance and stochastics
41
Journal of econometrics
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
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38
The North American journal of economics and finance : a journal of financial economics studies
38
The European journal of finance
36
Risks : open access journal
33
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32
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28
Review of quantitative finance and accounting
28
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International review of economics & finance : IREF
26
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Economic modelling
21
International review of financial analysis
20
Journal of risk and financial management : JRFM
20
Asia-Pacific financial markets
19
Journal of empirical finance
19
Discussion paper / Tinbergen Institute
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Journal of financial and quantitative analysis : JFQA
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
Swiss Finance Institute Research Paper
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1
Robust option pricing
Bandi, Chaithanya
;
Bertsimas, Dimitris
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
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2
Option pricing with mean reversion and stochastic volatility
Wong, Hoi Ying
;
Lo, Yu Wai
- In:
European journal of operational research : EJOR
197
(
2009
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
Saved in:
3
Smiles & smirks : volatility and leverage by jumps
Ballotta, Laura
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10013206930
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4
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
Saved in:
5
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
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6
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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7
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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8
Pricing caps with HJM models : the benefits of humped volatility
Falini, Jury
- In:
European journal of operational research : EJOR
207
(
2010
)
3
,
pp. 1358-1367
Persistent link: https://www.econbiz.de/10008702195
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9
On valuing and hedging European options when volatility is estimated directly
Popovic, Ray
;
Goldsman, David Morris
- In:
European journal of operational research : EJOR
218
(
2012
)
1
,
pp. 124-131
Persistent link: https://www.econbiz.de/10009501057
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10
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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