//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European journal of operational research : EJOR"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A reduced-form contingent conv...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Pricing
160
Theorie
137
Theory
137
Option pricing theory
133
Optionspreistheorie
133
Preismanagement
95
Pricing strategy
95
Credit risk
91
Kreditrisiko
91
Stochastic process
68
Stochastischer Prozess
68
Finance
55
Lieferkette
50
Supply chain
50
Hedging
46
Volatility
45
Volatilität
45
Risikomanagement
44
Risk management
44
Game theory
38
Spieltheorie
38
Derivat
37
Derivative
37
Portfolio selection
35
Portfolio-Management
35
Credit rating
30
Kreditwürdigkeit
30
Insolvency
28
Insolvenz
28
Supply chain management
28
Option trading
27
Optionsgeschäft
27
Inventory model
25
Lagerhaltungsmodell
25
Forecasting model
24
Prognoseverfahren
24
Mathematical programming
23
Mathematische Optimierung
23
Risk analysis
22
Lagermanagement
19
more ...
less ...
Online availability
All
Undetermined
294
Free
5
Type of publication
All
Article
403
Type of publication (narrower categories)
All
Article in journal
401
Aufsatz in Zeitschrift
401
Language
All
English
403
Author
All
Crook, Jonathan N.
9
Chen, Jing
6
Cheng, T. C. E.
6
Fusai, Gianluca
6
Mues, Christophe
6
Andreeva, Galina
5
Calabrese, Raffaella
5
Cui, Zhenyu
5
Khouja, Moutaz
5
Marazzina, Daniele
5
Kirkby, J. Lars
4
Liu, Xiaoquan
4
Nguyen, Duy
4
Rösch, Daniel
4
Teng, Jinn-Tsair
4
Wang, Shouyang
4
Yu, Yugang
4
Ballotta, Laura
3
Baykal-Gürsoy, Melike
3
Bravo, Cristián
3
Chernonog, Tatyana
3
Date, Paresh
3
Fabozzi, Frank J.
3
Fanelli, Viviana
3
Feng, Lin
3
Germano, Guido
3
Kyriakou, Ioannis
3
Li, Yongjian
3
Pangburn, Michael S.
3
Pflug, Georg
3
Rubio-Herrero, Javier
3
Scheule, Harald
3
Shiraya, Kenichiro
3
Tang, Qihe
3
Wong, Hoi Ying
3
Yao, Xiao
3
Zaccour, Georges
3
Zhou, Jing
3
Zhou, Yong-Wu
3
Avinadav, Tal
2
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of banking & finance
797
The journal of futures markets
599
International journal of theoretical and applied finance
595
Finance research letters
417
IMF Working Papers
403
IMF Staff Country Reports
343
Mathematical finance : an international journal of mathematics, statistics and financial theory
301
Finance and stochastics
284
NBER working paper series
282
Applied mathematical finance
275
The journal of computational finance
273
The journal of derivatives : the official publication of the International Association of Financial Engineers
272
Journal of financial economics
270
International review of financial analysis
253
Quantitative finance
241
Management science : journal of the Institute for Operations Research and the Management Sciences
234
Working paper / National Bureau of Economic Research, Inc.
234
International review of economics & finance : IREF
229
Insurance / Mathematics & economics
225
Journal of economic dynamics & control
221
NBER Working Paper
208
Risks : open access journal
206
Review of derivatives research
202
Research paper series / Swiss Finance Institute
199
The journal of fixed income
197
The North American journal of economics and finance : a journal of financial economics studies
196
Economic modelling
193
The European journal of finance
192
Journal of financial stability
190
Energy economics
187
Discussion paper / Centre for Economic Policy Research
178
The journal of credit risk : published quarterly by Incisive Media
178
Applied economics
174
The review of financial studies
174
MPRA Paper
156
The journal of finance : the journal of the American Finance Association
156
Computational economics
153
Journal of financial and quantitative analysis : JFQA
153
Review of quantitative finance and accounting
151
more ...
less ...
Source
All
ECONIS (ZBW)
403
Showing
1
-
10
of
403
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
CDS
pricing
with fractional Hawkes processes
Ketelbuters, John-John
;
Hainaut, Donatien
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
Saved in:
2
Credit spread approximation and improvement using random forest regression
Mercadier, Mathieu
;
Lardy, Jean-Pierre
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 351-365
Persistent link: https://www.econbiz.de/10012015039
Saved in:
3
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
4
Approximate value adjustments for European claims
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 1149-1161
Persistent link: https://www.econbiz.de/10013207329
Saved in:
5
A note on "Monte Carlo analysis of convertible bonds with reset clause"
Yang, Jingyang
;
Choi, Yoon
;
Li, Shenghong
;
Yu, Jinping
- In:
European journal of operational research : EJOR
200
(
2009/10
)
3
,
pp. 924-925
Persistent link: https://www.econbiz.de/10003892409
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
Enhancing credit default swap valuation with meshfree methods
Guarin, Alexander
;
Liu, Xiaoquan
;
Wing Lon Ng
- In:
European journal of operational research : EJOR
214
(
2011
)
3
,
pp. 805-813
Persistent link: https://www.econbiz.de/10009316165
Saved in:
8
Robust and sparse banking network estimation
Torri, Gabriele
;
Giacometti, Rosella
;
Paterlini, Sandra
- In:
European journal of operational research : EJOR
270
(
2018
)
1
,
pp. 51-65
Persistent link: https://www.econbiz.de/10011868914
Saved in:
9
Corporate credit risk counter-cyclical interdependence : a systematic analysis of cross-border and cross-sector correlation dynamics
Yfanti, Stavroula
;
Karanasos, Menelaos
;
Zopounidis, …
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10013534569
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->