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European journal of operational research : EJOR
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ECONIS (ZBW)
5,011
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1
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
Saved in:
2
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
Saved in:
3
Existence and solution methods for equilibria
Bigi, Giancarlo
;
Castellani, Marco
;
Pappalardo, Massimo
; …
- In:
European journal of operational research : EJOR
227
(
2013
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10009722308
Saved in:
4
Human migration networks
Nagurney, Anna
- In:
European journal of operational research : EJOR
59
(
1992
)
2
,
pp. 262-274
Persistent link: https://www.econbiz.de/10001127479
Saved in:
5
The formulation and solution of large-scale multicommodity equilibrium problems over space and time
Nagurney, Anna
- In:
European journal of operational research : EJOR
42
(
1989
)
2
,
pp. 166-177
Persistent link: https://www.econbiz.de/10001082974
Saved in:
6
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
Saved in:
7
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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8
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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9
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
Saved in:
10
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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