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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
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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
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Long-term and penalty contracts in a two-stage supply chain with stochastic demand
Frascatore, Mark R.; Mahmoodi, Farzad - In: European journal of operational research : EJOR 184 (2008) 1, pp. 147-156
Persistent link: https://www.econbiz.de/10003768166
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A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm
Wang, K.-J.; Wang, S.-M.; Chen, James-C. - In: European journal of operational research : EJOR 184 (2008) 1, pp. 327-340
Persistent link: https://www.econbiz.de/10003768214
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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
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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
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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
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Bundle pricing of inventories with stochastic demand
Bulut, Zümbül; Gürler, Ülkü; Sen, Alper - In: European journal of operational research : EJOR 197 (2009) 3, pp. 897-911
Persistent link: https://www.econbiz.de/10003839060
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Solving stochastic complementarity problems in energy market modeling using scenario reduction
Gabriel, Steven A.; Zhuang, Jifang; Egging, Ruud - In: European journal of operational research : EJOR 197 (2009) 3, pp. 1028-1040
Persistent link: https://www.econbiz.de/10003839281
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A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions
Topaloğlu, Hüseyin - In: European journal of operational research : EJOR 199 (2009) 2, pp. 315-322
Persistent link: https://www.econbiz.de/10003864925