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ECONIS (ZBW)
5,302
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1
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
2
Nonlinear valuation under credit, funding, and margins : existence, uniqueness, invariance, and disentanglement
Brigo, Damiano
;
Francischello, Marco
;
Pallavicini, Andrea
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 788-805
Persistent link: https://www.econbiz.de/10011990226
Saved in:
3
Robust tests for the bullwhip effect in supply chains with stochastic dynamics
Ouyang, Yanfeng
;
Daganzo, Carlos
- In:
European journal of operational research : EJOR
185
(
2008
)
1
,
pp. 340-353
Persistent link: https://www.econbiz.de/10003768786
Saved in:
4
Mean-variance portfolio and contribution selection in stochastic pension funding
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 120-137
Persistent link: https://www.econbiz.de/10003769135
Saved in:
5
Model for cost estimation in a finite-capacity stochastic environment based on shop floor optimization combined with
simulation
Eklin, Mark
;
Arzi, Yohanan
;
Shtub, Avraham
- In:
European journal of operational research : EJOR
194
(
2009
)
1
,
pp. 294-306
Persistent link: https://www.econbiz.de/10003835465
Saved in:
6
Structured construction and
simulation
of nondeterministic stochastic activity networks
Barbosa, Valmir C.
;
Ferreira, Fernando M. L.
;
Kling, …
- In:
European journal of operational research : EJOR
198
(
2009
)
1
,
pp. 266-274
Persistent link: https://www.econbiz.de/10003853597
Saved in:
7
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
European journal of operational research : EJOR
220
(
2012
)
2
,
pp. 404-413
Persistent link: https://www.econbiz.de/10009548845
Saved in:
8
Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations
Binois, M.
;
Ginsbourger, D.
;
Roustant, O.
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 386-394
Persistent link: https://www.econbiz.de/10010510103
Saved in:
9
Solving stochastic resource-constrained project scheduling problems by closed-loop approximate dynamic programming
Li, Haitao
;
Womer, Norman K.
- In:
European journal of operational research : EJOR
246
(
2015
)
1
,
pp. 20-33
Persistent link: https://www.econbiz.de/10011341198
Saved in:
10
Optimizing mining complexes with multiple processing and transportation alternatives : an uncertainty-based approach
Montiel, Luis
;
Dimitrakopoulos, Russos
- In:
European journal of operational research : EJOR
247
(
2015
)
1
,
pp. 166-178
Persistent link: https://www.econbiz.de/10011347108
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