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A jump model for fads in asset prices under asymmetric information
Buckley, Winston; Long, Hongwei; Perera, Sandun - In: European journal of operational research : EJOR 236 (2014) 1, pp. 200-208
Persistent link: https://www.econbiz.de/10010361742
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New evidence on market response to public announcements in the presence of microstructure noise
Bian, Siyu; Serra, Teresa; García, Philip; Irwin, Scott H. - In: European journal of operational research : EJOR 298 (2022) 2, pp. 785-800
Persistent link: https://www.econbiz.de/10013206899
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Strategic trading with information acquisition and long-memory stochastic liquidity
Han, Jinhui; Li, Xiaolong; Ma, Guiyuan; Kennedy, Adrian … - In: European journal of operational research : EJOR 308 (2023) 1, pp. 480-495
Persistent link: https://www.econbiz.de/10014283068
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Stochastic Nelder-Mead simplex method : a new globally convergent direct search method for simulation optimization
Chang, Kuo-hao - In: European journal of operational research : EJOR 220 (2012) 3, pp. 684-694
Persistent link: https://www.econbiz.de/10009550529
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An approximate moving boundary method for American option pricing
Chockalingam, Arun; Muthuraman, Kumar - In: European journal of operational research : EJOR 240 (2015) 2, pp. 431-438
Persistent link: https://www.econbiz.de/10010486230
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Optimal investment decision under switching regimes of subsidy support
Oliveira, Carlos; Perkowski, Nicolas - In: European journal of operational research : EJOR 285 (2020) 1, pp. 120-132
Persistent link: https://www.econbiz.de/10012239489
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Analytical solution for an investment problem under uncertainties with shocks
Nunes, Cláudia; Pimentel, Rita - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1054-1063
Persistent link: https://www.econbiz.de/10011695491
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Multi-objective retrospective optimization using stochastic zigzag search
Wang, Honggang - In: European journal of operational research : EJOR 263 (2017) 3, pp. 946-960
Persistent link: https://www.econbiz.de/10011794474
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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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Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella; Cerqueti, Roy - In: European journal of operational research : EJOR 234 (2014) 2, pp. 442-449
Persistent link: https://www.econbiz.de/10010356733