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Peer-to-peer electricity market analysis : from variational to Generalized Nash Equilibrium
Cadre, Hélène le; Jacquot, Paulin; Wan, Cheng; … - In: European journal of operational research : EJOR 282 (2020) 2, pp. 753-771
Persistent link: https://www.econbiz.de/10012157974
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Extending pricing rules with general risk functions
Balbás de la Corte, Alejandro; Balbás, Raquel; … - In: European journal of operational research : EJOR 201 (2010) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10003973521
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Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
Pınar, Mustafa Ç.; Altay-Salih, Aslihan; Camcı, Ahmet - In: European journal of operational research : EJOR 201 (2010) 3, pp. 770-785
Persistent link: https://www.econbiz.de/10003959847
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Optimizing bounds on security prices in incomplete markets : does stochastic volatility specification matter?
Marroquín-Martínez, Naroa; Moreno, Manuel - In: European journal of operational research : EJOR 225 (2013) 3, pp. 429-442
Persistent link: https://www.econbiz.de/10009706918
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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
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Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs; Pelsser, Antoon André Jean - In: European journal of operational research : EJOR 297 (2022) 2, pp. 766-781
Persistent link: https://www.econbiz.de/10013259935
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Gas storage valuation in incomplete markets
Löhndorf, Nils; Wozabal, David - In: European journal of operational research : EJOR 288 (2021) 1, pp. 318-330
Persistent link: https://www.econbiz.de/10012496564
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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
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Steady-state imperfect repair models
Liu, Xingheng; Finkelstein, Maxim; Vatn, Jørn; Dijoux, Yann - In: European journal of operational research : EJOR 286 (2020) 2, pp. 538-546
Persistent link: https://www.econbiz.de/10012291546
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Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.; Pelsser, Antoon André Jean - In: European journal of operational research : EJOR 282 (2020) 3, pp. 911-925
Persistent link: https://www.econbiz.de/10012161810