Narrow search
Showing 1 - 10 of 273
Cover Image
CDS pricing with fractional Hawkes processes
Ketelbuters, John-John; Hainaut, Donatien - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
Cover Image
Liquidity tail risk and credit default swap spreads
Irresberger, Felix; Weiß, Gregor; Gabrysch, Janet; … - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Cover Image
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
Cover Image
New results on high-order risk changes
Menegatti, Mario - In: European journal of operational research : EJOR 243 (2015) 2, pp. 678-681
Persistent link: https://www.econbiz.de/10010509993
Cover Image
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
Cover Image
Model risk in the over-the-counter market
Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Cover Image
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas; Seeger, Norman - In: European journal of operational research : EJOR 283 (2020) 2, pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Cover Image
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol; Deng, Jun; Zou, Bin - In: European journal of operational research : EJOR 306 (2023) 1, pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Cover Image
Weather rebate contracts for different risk attitudes of supply chain members
Sarkar, Piyal; Wahab, M. I. M.; Fang, Liping - In: European journal of operational research : EJOR 311 (2023) 1, pp. 139-153
Persistent link: https://www.econbiz.de/10014335761
Cover Image
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei; Peng, Yijie; Fu, Michael; Hu, Jian-Qiang - In: European journal of operational research : EJOR 308 (2023) 1, pp. 455-466
Persistent link: https://www.econbiz.de/10014283065