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Project options valuation with net present value and decision tree analysis
De Reyck, Bert; Degraeve, Zeger; Vandenborre, Roger - In: European journal of operational research : EJOR 184 (2008) 1, pp. 341-355
Persistent link: https://www.econbiz.de/10003768216
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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
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New insights on testing the efficiency of methods of pricing and hedging American options
Pressacco, Flavio; Gaudenzi, Marcellino; Zanette, Antonino - In: European journal of operational research : EJOR 185 (2008) 1, pp. 235-254
Persistent link: https://www.econbiz.de/10003768761
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Approximate inversion of the Black-Scholes formula using rational functions
Li, Minqiang - In: European journal of operational research : EJOR 185 (2008) 2, pp. 743-759
Persistent link: https://www.econbiz.de/10003769241
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Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
Monteiro, Ana Margarida; Tütüncü, Reha H.; Vicente, … - In: European journal of operational research : EJOR 187 (2008) 2, pp. 525-542
Persistent link: https://www.econbiz.de/10003769344
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Electricity swing options : behavioral models and pricing
Pflug, Georg; Broussev, Nikola - In: European journal of operational research : EJOR 197 (2009) 3, pp. 1041-1050
Persistent link: https://www.econbiz.de/10003839282
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Third-order extensions of Lo's semiparametric bound for European call options
Zuluaga, Luis F.; Peña, Javier; Du, Donglei - In: European journal of operational research : EJOR 198 (2009) 2, pp. 557-570
Persistent link: https://www.econbiz.de/10003852612
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A note on "Monte Carlo analysis of convertible bonds with reset clause"
Yang, Jingyang; Choi, Yoon; Li, Shenghong; Yu, Jinping - In: European journal of operational research : EJOR 200 (2009/10) 3, pp. 924-925
Persistent link: https://www.econbiz.de/10003892409
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The pricing and optimal strategies of callable warrants
Yagi, Kyoko; Sawaki, Katsushige - In: European journal of operational research : EJOR 206 (2010) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10003968462
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Computing option price for Levy process with fuzzy parameters
Nowak, Piotr; Romaniuk, Maciej - In: European journal of operational research : EJOR 201 (2010) 1, pp. 206-210
Persistent link: https://www.econbiz.de/10003975446