Narrow search
Showing 1 - 10 of 401
Cover Image
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom; Leung, Tim - In: European journal of operational research : EJOR 249 (2016) 2, pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
Cover Image
Optimal search for parameters in Monte Carlo simulation for derivative pricing
Wang, Chuan-Ju; Kao, Ming-Yang - In: European journal of operational research : EJOR 249 (2016) 2, pp. 683-690
Persistent link: https://www.econbiz.de/10011436827
Cover Image
Pricing discretely-monitored double barrier options with small probabilities of execution
Kontosakos, Vasileios E.; Mendonca, Keegan; Pantelous, … - In: European journal of operational research : EJOR 290 (2021) 1, pp. 313-330
Persistent link: https://www.econbiz.de/10012436366
Cover Image
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei; Peng, Yijie; Fu, Michael; Hu, Jian-Qiang - In: European journal of operational research : EJOR 308 (2023) 1, pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Cover Image
A Markov modulated Poisson model for software reliability
Landon, Joshua; Özekici, Süleyman; Soyer, Refik - In: European journal of operational research : EJOR 229 (2013) 2, pp. 404-410
Persistent link: https://www.econbiz.de/10009757981
Cover Image
Skill-based framework for optimal software project selection and resource allocation
Zaraket, Fadi A.; Olleik, Majid; Yassine, Ali A. - In: European journal of operational research : EJOR 234 (2014) 1, pp. 308-318
Persistent link: https://www.econbiz.de/10010248214
Cover Image
Column generation approaches to ship scheduling with flexible cargo sizes
Brønmo, Geir; Nygreen, Bjørn; Lysgaard, Jens - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 139-150
Persistent link: https://www.econbiz.de/10003895107
Cover Image
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
Cover Image
Simplified stochastic calculus with applications in economics and finance
Černý, Aleš; Ruf, Johannes - In: European journal of operational research : EJOR 293 (2021) 2, pp. 547-560
Persistent link: https://www.econbiz.de/10012513216
Cover Image
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk
Owadally, Iqbal; Jang, Chul; Clare, Andrew D. - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1132-1146
Persistent link: https://www.econbiz.de/10012622446