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Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei; Huang, Henry H.; Yildirim, Yildiray - In: European journal of operational research : EJOR 235 (2014) 1, pp. 159-169
Persistent link: https://www.econbiz.de/10010361364
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Is normal backwardation normal? : valuing financial futures with a local index-rate covariance
Raimbourg, Philippe; Zimmermann, Paul - In: European journal of operational research : EJOR 298 (2022) 1, pp. 351-367
Persistent link: https://www.econbiz.de/10013206847
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An analytic derivation of admissible efficient frontier with borrowing
Zhang, Wei-guo; Wang, Ying-luo - In: European journal of operational research : EJOR 184 (2008) 1, pp. 229-243
Persistent link: https://www.econbiz.de/10003768188
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Robust portfolio optimization with derivative insurance guarantees
Zymler, Steve; Rustem, Berç; Kuhn, Daniel - In: European journal of operational research : EJOR 210 (2011) 2, pp. 410-424
Persistent link: https://www.econbiz.de/10008841180
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A note on deriving decision rules to locate export containers in container yards
Zhang, Canrong; Chen, Weiwei; Shi, Leyuan; Zheng, Li - In: European journal of operational research : EJOR 205 (2010) 2, pp. 483-485
Persistent link: https://www.econbiz.de/10003961343
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"A note on the economic lot size of the integrated vendor-buyer inventory system derived without derivates" : a comment
Chung, Kun-jen - In: European journal of operational research : EJOR 198 (2009) 3, pp. 979-982
Persistent link: https://www.econbiz.de/10003857982
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Portfolio optimization in a regime-switching market with derivatives
Fu, Jun; Wei, Jiaqin; Yang, Hailiang - In: European journal of operational research : EJOR 233 (2014) 1, pp. 184-192
Persistent link: https://www.econbiz.de/10010225264
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Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal; Gauthier, Geneviève; Godin, Frédéric - In: European journal of operational research : EJOR 237 (2014) 1, pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
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Assessing the impact of derived behavior information on customer attrition in the financial service industry
Tang, Leilei; Thomas, Lyn C.; Fletcher, Mary; Pan, Jiazhu; … - In: European journal of operational research : EJOR 236 (2014) 2, pp. 624-633
Persistent link: https://www.econbiz.de/10010366718
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Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom; Leung, Tim - In: European journal of operational research : EJOR 249 (2016) 2, pp. 525-539
Persistent link: https://www.econbiz.de/10011436733