Narrow search
Showing 1 - 10 of 832
Cover Image
Comparison of least squares Monte Carlo methods with applications to energy real options
Nadarajah, Selvaprabu; Margot, François; Secomandi, Nicola - In: European journal of operational research : EJOR 256 (2017) 1, pp. 196-204
Persistent link: https://www.econbiz.de/10011611249
Cover Image
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian; Pflug, Georg; Polak, John W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
Cover Image
Early exercise boundaries for American-style knock-out options
Nunes, Joaõ Pedro Vidal; Ruas, João Pedro; Dias, … - In: European journal of operational research : EJOR 285 (2020) 2, pp. 753-766
Persistent link: https://www.econbiz.de/10012239665
Cover Image
A stochastic model with interacting managerial operating options and debt rescheduling
Charalambides, Marios; Koussis, Nicos - In: European journal of operational research : EJOR 267 (2018) 1, pp. 236-249
Persistent link: https://www.econbiz.de/10011812422
Cover Image
Arithmetic Brownian motion and real options
Alexander, David Richard; Mo, Mengjia; Stent, Alan Fraser - In: European journal of operational research : EJOR 219 (2012) 1, pp. 114-122
Persistent link: https://www.econbiz.de/10009511688
Cover Image
Discrete time modeling of mean-reverting stochastic processes for real option valuation
Hahn, Warren J.; Dyer, James S. - In: European journal of operational research : EJOR 184 (2008) 2, pp. 534-548
Persistent link: https://www.econbiz.de/10003768285
Cover Image
Optimal decision policy for real options under general Markovian dynamics
Cortazar, Gonzalo; Naranjo, Lorenzo; Sainz, Felipe - In: European journal of operational research : EJOR 288 (2021) 2, pp. 634-647
Persistent link: https://www.econbiz.de/10012439274
Cover Image
Fixing match-fixing : optimal schedules to promote competitiveness
Chater, Mario; Arrondel, Luc; Gayant, Jean-Pascal; … - In: European journal of operational research : EJOR 294 (2021) 2, pp. 673-683
Persistent link: https://www.econbiz.de/10012595894
Cover Image
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; … - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Cover Image
Option pricing with mean reversion and stochastic volatility
Wong, Hoi Ying; Lo, Yu Wai - In: European journal of operational research : EJOR 197 (2009) 1, pp. 179-187
Persistent link: https://www.econbiz.de/10003828865