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European journal of operational research : EJOR
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ECONIS (ZBW)
98
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1
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Saved in:
2
The risk premium that never was : a fair value explanation of the volatility spread
McGee, Richard J.
;
McGroarty, Frank
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 370-380
Persistent link: https://www.econbiz.de/10011785787
Saved in:
3
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
Saved in:
4
Approximating term structure of interest rates using cubic L 1 splines
Chiu, Nan-chieh
;
Fang, Shu-Cherng
;
Lavery, John E.
; …
- In:
European journal of operational research : EJOR
184
(
2008
)
3
,
pp. 990-1004
Persistent link: https://www.econbiz.de/10003768640
Saved in:
5
An incentive-compatible solution for trade credit term incorporating default risk
Shi, Xiaojun
;
Zhang, Shunming
- In:
European journal of operational research : EJOR
206
(
2010
)
1
,
pp. 178-196
Persistent link: https://www.econbiz.de/10003968498
Saved in:
6
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
7
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
Saved in:
8
Using the Black-Derman-Toy interest rate model for portfolio optimization
Weissensteiner, Alex
- In:
European journal of operational research : EJOR
202
(
2010
)
1
,
pp. 175-181
Persistent link: https://www.econbiz.de/10003960067
Saved in:
9
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
Saved in:
10
Affine model of inflation-indexed derivatives and inflation risk premium
Ho, Hsiao-wei
;
Huang, Henry H.
;
Yildirim, Yildiray
- In:
European journal of operational research : EJOR
235
(
2014
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10010361364
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