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Optimal decision policy for real options under general Markovian dynamics
Cortazar, Gonzalo; Naranjo, Lorenzo; Sainz, Felipe - In: European journal of operational research : EJOR 288 (2021) 2, pp. 634-647
Persistent link: https://www.econbiz.de/10012439274
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Algorithms for the continuous nonlinear resource allocation problem : new implementations and numerical studies
Patriksson, Michael; Strömberg, Christoffer - In: European journal of operational research : EJOR 243 (2015) 3, pp. 703-722
Persistent link: https://www.econbiz.de/10010513914
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The effect of long-term expansion on the evolution of electricity price : numerical analysis of a theoretically optimised electricity market
Tolis, A. - In: European journal of operational research : EJOR 244 (2015) 3, pp. 939-954
Persistent link: https://www.econbiz.de/10011289844
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Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
Meskarian, Rudabeh; Xu, Huifu; Fliege, Jörg - In: European journal of operational research : EJOR 216 (2012) 2, pp. 376-385
Persistent link: https://www.econbiz.de/10009387417
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Project options valuation with net present value and decision tree analysis
De Reyck, Bert; Degraeve, Zeger; Vandenborre, Roger - In: European journal of operational research : EJOR 184 (2008) 1, pp. 341-355
Persistent link: https://www.econbiz.de/10003768216
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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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New insights on testing the efficiency of methods of pricing and hedging American options
Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino - In: European journal of operational research : EJOR 185 (2008) 1, pp. 235-254
Persistent link: https://www.econbiz.de/10003768761
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Approximate inversion of the Black-Scholes formula using rational functions
Li, Minqiang - In: European journal of operational research : EJOR 185 (2008) 2, pp. 743-759
Persistent link: https://www.econbiz.de/10003769241
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Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida; Tütüncü, Reha H.; Vicente, … - In: European journal of operational research : EJOR 187 (2008) 2, pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
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Electricity swing options : behavioral models and pricing
Pflug, Georg; Broussev, Nikola - In: European journal of operational research : EJOR 197 (2009) 3, pp. 1041-1050
Persistent link: https://www.econbiz.de/10003839282