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ECONIS (ZBW)
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1
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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2
Project options valuation with net present value and decision tree analysis
De Reyck, Bert
;
Degraeve, Zeger
;
Vandenborre, Roger
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 341-355
Persistent link: https://www.econbiz.de/10003768216
Saved in:
3
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
Saved in:
4
New insights on testing the efficiency of methods of pricing and hedging American options
Pressacco, Flavio
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
185
(
2008
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10003768761
Saved in:
5
Approximate inversion of the Black-Scholes formula using rational functions
Li, Minqiang
- In:
European journal of operational research : EJOR
185
(
2008
)
2
,
pp. 743-759
Persistent link: https://www.econbiz.de/10003769241
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6
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida
;
Tütüncü, Reha H.
;
Vicente, …
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
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7
Electricity swing options : behavioral models and pricing
Pflug, Georg
;
Broussev, Nikola
- In:
European journal of operational research : EJOR
197
(
2009
)
3
,
pp. 1041-1050
Persistent link: https://www.econbiz.de/10003839282
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8
Third-order extensions of Lo's semiparametric bound for European call options
Zuluaga, Luis F.
;
Peña, Javier
;
Du, Donglei
- In:
European journal of operational research : EJOR
198
(
2009
)
2
,
pp. 557-570
Persistent link: https://www.econbiz.de/10003852612
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9
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
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10
The pricing and optimal strategies of callable warrants
Yagi, Kyoko
;
Sawaki, Katsushige
- In:
European journal of operational research : EJOR
206
(
2010
)
1
,
pp. 123-130
Persistent link: https://www.econbiz.de/10003968462
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