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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
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Integrated structural approach to Credit Value Adjustment
Ballotta, Laura; Fusai, Gianluca; Marazzina, Daniele - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1143-1157
Persistent link: https://www.econbiz.de/10011942867
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Platform competition in peer-to-peer lending considering risk control ability
Liu, He; Qiao, Han; Wang, Shouyang; Li, Yuze - In: European journal of operational research : EJOR 274 (2019) 1, pp. 280-290
Persistent link: https://www.econbiz.de/10011990067
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Social collateral, soft information and online peer-to-peer lending : a theoretical model
Liu, Zhengchi; Shang, Jennifer; Wu, Shin-yi; Chen, Peiyu - In: European journal of operational research : EJOR 281 (2020) 2, pp. 428-438
Persistent link: https://www.econbiz.de/10012153689
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A hybrid conjoint model for price-demand estimation
Green, Paul E. - In: European journal of operational research : EJOR 1 (1990), pp. 28-38
Persistent link: https://www.econbiz.de/10001082862
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The formulation and solution of large-scale multicommodity equilibrium problems over space and time
Nagurney, Anna - In: European journal of operational research : EJOR 42 (1989) 2, pp. 166-177
Persistent link: https://www.econbiz.de/10001082974
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Importance sampling for integrated market and credit portfolio models
Grundke, Peter - In: European journal of operational research : EJOR 194 (2009) 1, pp. 206-226
Persistent link: https://www.econbiz.de/10003835434
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Evolutionary optimization of transition probability matrices for credit decision-making
Zhang, Jingqiao; Avasarala, Viswanath; Subbu, Raj - In: European journal of operational research : EJOR 200 (2009/10) 2, pp. 557-567
Persistent link: https://www.econbiz.de/10003897236
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An incentive-compatible solution for trade credit term incorporating default risk
Shi, Xiaojun; Zhang, Shunming - In: European journal of operational research : EJOR 206 (2010) 1, pp. 178-196
Persistent link: https://www.econbiz.de/10003968498
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How to measure single-name credit risk concentrations
Uberti, Pierpaolo; Figini, Silvia - In: European journal of operational research : EJOR 202 (2010) 1, pp. 232-238
Persistent link: https://www.econbiz.de/10003960094