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European journal of operational research : EJOR
NBER working paper series
585
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Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
243
(
2015
)
1
,
pp. 233-247
Persistent link: https://www.econbiz.de/10010492965
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2
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal
;
Jang, Chul
;
Clare, Andrew D.
- In:
European journal of operational research : EJOR
295
(
2021
)
3
,
pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446
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3
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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4
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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5
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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A simple model of deferred callability in defaultable debt
Mjøs, Aksel
;
Persson, Svein-Arne
- In:
European journal of operational research : EJOR
207
(
2010
)
3
,
pp. 1350-1357
Persistent link: https://www.econbiz.de/10008702254
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7
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads
Peña, Javier
;
Vera, Juan C.
;
Zuluaga, Luis F.
- In:
European journal of operational research : EJOR
222
(
2012
)
2
,
pp. 369-376
Persistent link: https://www.econbiz.de/10009570402
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8
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
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9
A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction
Jin, Xing
;
Li, Xun
;
Hwee Huat Tan
;
Wu, Zhenyu
- In:
European journal of operational research : EJOR
231
(
2013
)
2
,
pp. 362-370
Persistent link: https://www.econbiz.de/10009785582
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10
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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