Narrow search
Showing 1 - 10 of 14
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
It's not now or never : implications of investment timing and risk aversion on climate adaptation to extreme events
Truong, Chi; Trück, Stefan - In: European journal of operational research : EJOR 253 (2016) 3, pp. 856-868
Persistent link: https://www.econbiz.de/10011494108
Cover Image
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat; Lotfaliei, Babak - In: European journal of operational research : EJOR 300 (2022) 2, pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Cover Image
The effects of asset liquidity on dynamic sell-out and bankruptcy decisions
Nishihara, Michi; Shibata, Takashi - In: European journal of operational research : EJOR 288 (2021) 3, pp. 1017-1035
Persistent link: https://www.econbiz.de/10012387452
Cover Image
When and how much to invest? : investment and capacity choice under product life cycle uncertainty
Lukas, Elmar; Spengler, Thomas Stefan; Kupfer, Stefan; … - In: European journal of operational research : EJOR 260 (2017) 3, pp. 1105-1114
Persistent link: https://www.econbiz.de/10011714313
Cover Image
Optimal trading of imbalance options for power systems using an energy storage device
Szabó, Dávid Zoltán; Duck, Peter; Johnson, Paul - In: European journal of operational research : EJOR 285 (2020) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10012239462
Cover Image
Managing risks from climate impacted hazards : the value of investment flexibility under uncertainty
Truong, Chi; Trück, Stefan; Mathew, Supriya - In: European journal of operational research : EJOR 269 (2018) 1, pp. 132-145
Persistent link: https://www.econbiz.de/10011864223