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Variance swap with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng; Chung, Shing Fung; Wong, Hoi Ying - In: European journal of operational research : EJOR 245 (2015) 2, pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
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Option pricing with mean reversion and stochastic volatility
Wong, Hoi Ying; Lo, Yu Wai - In: European journal of operational research : EJOR 197 (2009) 1, pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
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Variance swaps with mean reversion and multi-factor variance
Wu, Bin; Chen, Pengzhan; Ye, Wuyi - In: European journal of operational research : EJOR 315 (2024) 1, pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
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Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan; Xu, Weijun; Li, Hongyi; Zhong, Weiwei - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
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Optimal contingent payment mechanisms and entrepreneurial financing decisions
Tavares-Gärtner, Miguel; Pereira, Paulo J.; Brandão, … - In: European journal of operational research : EJOR 270 (2018) 3, pp. 1182-1194
Persistent link: https://www.econbiz.de/10011882757
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Discrete time modeling of mean-reverting stochastic processes for real option valuation
Hahn, Warren J.; Dyer, James S. - In: European journal of operational research : EJOR 184 (2008) 2, pp. 534-548
Persistent link: https://www.econbiz.de/10003768285
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A path-dependent contingent-claims approach to capacity investments
Driouchi, Tarik; Bennett, David J.; Simpson, Gary - In: European journal of operational research : EJOR 201 (2010) 1, pp. 319-323
Persistent link: https://www.econbiz.de/10003975641
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Valuing interdependent multi-stage IT investments : a real options approach
Pendharkar, Parag C. - In: European journal of operational research : EJOR 201 (2010) 3, pp. 847-859
Persistent link: https://www.econbiz.de/10003959873
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Operational asset replacement strategy : a real options approach
Zambujal-Oliveira, João; Duque, João - In: European journal of operational research : EJOR 210 (2011) 2, pp. 318-325
Persistent link: https://www.econbiz.de/10008841200
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Real options approach-based demand forecasting method for a range of products with highly volatile and correlated demand
Huang, Ming-guan - In: European journal of operational research : EJOR 198 (2009) 3, pp. 867-877
Persistent link: https://www.econbiz.de/10003857921