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1
Bayesian failure-rate modeling and preventive maintenance optimization
Belyi, Dmitriy
;
Popova, Elmira
;
Morton, David P.
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1085-1093
Persistent link: https://www.econbiz.de/10011802470
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2
Clustering financial time series : new insights from an extended hidden Markov model
Dias, José G.
;
Vermunt, Jeroen K.
;
Ramos, Sofia B.
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 852-864
Persistent link: https://www.econbiz.de/10010513848
Saved in:
3
From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
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4
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic
volatility
with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
5
Efficient simulation of generalized SABR and stochastic local
volatility
models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
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6
A general framework for discretely sampled realized variance derivatives in stochastic
volatility
models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
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7
An Akaike information criterion for multiple event mixture cure models
Dirick, Lore
;
Claeskens, Gerda
;
Baesens, Bart
- In:
European journal of operational research : EJOR
241
(
2015
)
2
,
pp. 449-457
Persistent link: https://www.econbiz.de/10010487981
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8
Nonlinearity, data-snooping, and stock index ETF return predictability
Yang, Jian
;
Cabrera, Juan
;
Wang, T'ao
- In:
European journal of operational research : EJOR
200
(
2009/10
)
2
,
pp. 498-507
Persistent link: https://www.econbiz.de/10003897177
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9
Asymmetries in stock markets
Wang, Peijie
;
Zhang, Bing
;
Zhou, Yun
- In:
European journal of operational research : EJOR
241
(
2015
)
3
,
pp. 749-762
Persistent link: https://www.econbiz.de/10010487566
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10
Multivariate dependence analysis via tree copula models : an application to one-year forward energy contracts
Bassetti, Federico
;
De Giuli, Maria Elena
;
Nicolino, Enrica
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1107-1121
Persistent link: https://www.econbiz.de/10011866878
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