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General lattice methods for arithmetic Asian options
Gambaro, Anna Maria; Kyriakou, Ioannis; Fusai, Gianluca - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
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A repo model of fire sales with VWAP and LOB pricing mechanisms
Bichuch, Maxim; Feinstein, Zachary - In: European journal of operational research : EJOR 296 (2022) 1, pp. 353-367
Persistent link: https://www.econbiz.de/10012820174
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Strategic fire-sales and price-mediated contagion in the banking system
Braouezec, Yann; Wagalath, Lakshithe - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1180-1197
Persistent link: https://www.econbiz.de/10011990311
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Capital regulation under price impacts and dynamic financial contagion
Feinstein, Zachary - In: European journal of operational research : EJOR 281 (2020) 2, pp. 449-463
Persistent link: https://www.econbiz.de/10012153704
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Time-varying quantile association regression model with applications to financial contagion and VaR
Ye, Wuyi; Luo, Kebing; Liu, Xiaoquan - In: European journal of operational research : EJOR 256 (2017) 3, pp. 1015-1028
Persistent link: https://www.econbiz.de/10011639292
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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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Optimal network compression
Amini, Hamed; Feinstein, Zachary - In: European journal of operational research : EJOR 306 (2023) 3, pp. 1439-1455
Persistent link: https://www.econbiz.de/10014279832
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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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Multiple criteria decision aiding for finance : an updated bibliographic survey
Zopunidis, Constantin; Galariotis, Emilios; Doumpos, Michael - In: European journal of operational research : EJOR 247 (2015) 2, pp. 339-348
Persistent link: https://www.econbiz.de/10011374501
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A noisy principal component analysis for forward rate curves
Laurini, Márcio Poletti; Ohashi, Alberto - In: European journal of operational research : EJOR 246 (2015) 1, pp. 140-153
Persistent link: https://www.econbiz.de/10011341688