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Third-order extensions of Lo's semiparametric bound for European call options
Zuluaga, Luis F.; Peña, Javier; Du, Donglei - In: European journal of operational research : EJOR 198 (2009) 2, pp. 557-570
Persistent link: https://www.econbiz.de/10003852612
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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
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The implication of missing the optimal-exercise time of an American option
Chockalingam, Arun; Feng, Haolin - In: European journal of operational research : EJOR 243 (2015) 3, pp. 883-896
Persistent link: https://www.econbiz.de/10010513833
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An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.; Paletta, Tommaso; Stanescu, Silvia; … - In: European journal of operational research : EJOR 254 (2016) 2, pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
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American step options
Detemple, Jérôme B.; Laminou Abdou, Souleymane; … - In: European journal of operational research : EJOR 282 (2020) 1, pp. 363-385
Persistent link: https://www.econbiz.de/10012157702
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An improved least squares Monte Carlo valuation method based on heteroscedasticity
Fabozzi, Frank J.; Paletta, Tommaso; Tunaru, Radu - In: European journal of operational research : EJOR 263 (2017) 2, pp. 698-706
Persistent link: https://www.econbiz.de/10011794017
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Outlier detection in two-stage semiparametric DEA models
Johnson, Andrew L.; McGinnis, Leon F. - In: European journal of operational research : EJOR 187 (2008) 2, pp. 629-635
Persistent link: https://www.econbiz.de/10003769369
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A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs
Sun, Jie; Zhang, Su - In: European journal of operational research : EJOR 207 (2010) 3, pp. 1210-1220
Persistent link: https://www.econbiz.de/10008701379
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Optimal bandwith selection for conditional efficiency measures : a data-driven approach
Bădin, Luiza; Daraio, Cinzia; Simar, Léopold - In: European journal of operational research : EJOR 201 (2010) 2, pp. 633-640
Persistent link: https://www.econbiz.de/10003924846
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Efficiency and equity in private and public education : a nonparametric comparison
Cherchye, Laurens; De Witte, Kristof; Ooghe, Erwin; … - In: European journal of operational research : EJOR 202 (2010) 2, pp. 563-573
Persistent link: https://www.econbiz.de/10003960424