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European journal of operational research : EJOR
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797
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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
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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
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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
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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
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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
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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
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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
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