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1
A jump model for fads in asset prices under asymmetric information
Buckley, Winston
;
Long, Hongwei
;
Perera, Sandun
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 200-208
Persistent link: https://www.econbiz.de/10010361742
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2
Modeling international trade data with the Tweedie distribution for anti-fraud and policy support
Barabesi, Lucio
;
Cerasa, Andrea
;
Perrotta, Domenico
; …
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 1031-1043
Persistent link: https://www.econbiz.de/10011412508
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3
Modelling distributed decision-making in Command and Control using stochastic network synchronisation
Kalloniatis, Alexander C.
;
McLennan-Smith, Timothy A.
; …
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 588-603
Persistent link: https://www.econbiz.de/10012238763
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4
Sharing and growth in general random multiplicative environments
Liebmann, Thomas
;
Kassberger, Stefan
;
Hellmich, Martin
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 193-206
Persistent link: https://www.econbiz.de/10011641512
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5
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
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6
Early exercise boundaries for American-style knock-out options
Nunes, Joaõ Pedro Vidal
;
Ruas, João Pedro
;
Dias, …
- In:
European journal of operational research : EJOR
285
(
2020
)
2
,
pp. 753-766
Persistent link: https://www.econbiz.de/10012239665
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7
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
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8
Second order of stochastic dominance efficiency vs mean variance efficiency
Malavasi, Matteo
;
Ortobelli Lozza, Sergio
;
Trück, Stefan
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1192-1206
Persistent link: https://www.econbiz.de/10012495268
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9
Estimating stochastic discount factor models with hidden regimes : applications to commodity pricing
Giampietro, Marta
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
European journal of operational research : EJOR
265
(
2018
)
2
,
pp. 685-702
Persistent link: https://www.econbiz.de/10011811481
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10
Mean-variance portfolio selection in presence of infrequently traded stocks
Castellano, Rosella
;
Cerqueti, Roy
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 442-449
Persistent link: https://www.econbiz.de/10010356733
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