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1
No-
arbitrage
bounds for financial scenarios
Geyer, Alois
;
Hanke, Michael
;
Weissensteiner, Alex
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 657-663
Persistent link: https://www.econbiz.de/10010366120
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2
From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
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3
Extending the Fama and French model with a long term memory factor
López-García, M. N.
;
Trinidad-Segovia, J. E.
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Saved in:
4
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
5
The benefits of combining early aspecific vaccination with later specific vaccination
Duijzer, Lotty Evertje
;
Jaarsveld, Willem van
;
Dekker, …
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 606-619
Persistent link: https://www.econbiz.de/10011890305
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6
Measurement of interest rates using a convex optimization model
Blomvall, Jörgen
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 308-316
Persistent link: https://www.econbiz.de/10011611272
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7
Kriging of financial term-structures
Cousin, Areski
;
Maatouk, Hassan
;
Rullière, Didier
- In:
European journal of operational research : EJOR
255
(
2016
)
2
,
pp. 631-648
Persistent link: https://www.econbiz.de/10011532216
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8
A noisy principal component analysis for forward rate curves
Laurini, Márcio Poletti
;
Ohashi, Alberto
- In:
European journal of operational research : EJOR
246
(
2015
)
1
,
pp. 140-153
Persistent link: https://www.econbiz.de/10011341688
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9
Structural recovery of face value at default
Guha, Rajiv
;
Sbuelz, Alessandro
;
Tarelli, Andrea
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 1148-1171
Persistent link: https://www.econbiz.de/10012171774
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10
A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
Chen, Homing
;
Hu, Cheng-feng
- In:
European journal of operational research : EJOR
204
(
2010
)
2
,
pp. 343-354
Persistent link: https://www.econbiz.de/10003947179
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