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1
Gas storage valuation in incomplete markets
Löhndorf, Nils
;
Wozabal, David
- In:
European journal of operational research : EJOR
288
(
2021
)
1
,
pp. 318-330
Persistent link: https://www.econbiz.de/10012496564
Saved in:
2
Dynamic mean-variance portfolio selection with borrowing constraint
Fu, Chenpeng
;
Lari-Lavassani, Ali
;
Li, Xun
- In:
European journal of operational research : EJOR
200
(
2009/10
)
1
,
pp. 312-319
Persistent link: https://www.econbiz.de/10003895181
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3
Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness
Chen, Chang-Chih
;
Chang, Chia-Chien
;
Sun, Edward W.
; …
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 727-742
Persistent link: https://www.econbiz.de/10013207301
Saved in:
4
Calibrating cross-training to meet demand mix variation and employee absence
Olivella, Jordi
;
Nembhard, David
- In:
European journal of operational research : EJOR
248
(
2016
)
2
,
pp. 462-472
Persistent link: https://www.econbiz.de/10011408490
Saved in:
5
Indifference pricing of insurance-linked securities in a multi-period model
Liu, Haibo
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
European journal of operational research : EJOR
289
(
2021
)
2
,
pp. 793-805
Persistent link: https://www.econbiz.de/10012416884
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6
A model of investment under uncertainty with time to build, market incompleteness and risk aversion
Delaney, Laura
- In:
European journal of operational research : EJOR
293
(
2021
)
3
,
pp. 1155-1167
Persistent link: https://www.econbiz.de/10012533815
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7
Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
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8
Extending pricing rules with general risk functions
Balbás de la Corte, Alejandro
;
Balbás, Raquel
; …
- In:
European journal of operational research : EJOR
201
(
2010
)
1
,
pp. 23-33
Persistent link: https://www.econbiz.de/10003973521
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9
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
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10
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
Pınar, Mustafa Ç.
;
Altay-Salih, Aslihan
;
Camcı, Ahmet
- In:
European journal of operational research : EJOR
201
(
2010
)
3
,
pp. 770-785
Persistent link: https://www.econbiz.de/10003959847
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