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European journal of operational research : EJOR
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924
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1
An importance
sampling
-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options
Xie, Fei
;
He, Zhijian
;
Wang, Xiaoqun
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 759-772
Persistent link: https://www.econbiz.de/10011990222
Saved in:
2
Importance
sampling
in stochastic optimization : an application to intertemporal portfolio choice
Ekblom, J.
;
Blomvall, J.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 106-119
Persistent link: https://www.econbiz.de/10012239487
Saved in:
3
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
4
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
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5
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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6
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
7
A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu
;
Kirby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
Saved in:
8
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
9
Random
sampling
: billiard walk algorithm
Gryazina, Elena
;
Polyak, Boris
- In:
European journal of operational research : EJOR
238
(
2014
)
2
,
pp. 497-504
Persistent link: https://www.econbiz.de/10010400200
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10
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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