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European journal of operational research : EJOR
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ECONIS (ZBW)
921
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1
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921
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1
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
2
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
3
Structural pricing of CoCos and deposit insurance with regime switching and jumps
Le Courtois, Olivier
;
Su, Xiaoshan
- In:
Asia Pacific financial markets
27
(
2020
)
4
,
pp. 477-520
Persistent link: https://www.econbiz.de/10012390326
Saved in:
4
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Saved in:
5
Asset sales when resale price is uncertain
Gao, Shumei
;
Song, Jihe
;
Luo, Zhengying
- In:
Investment management and financial innovations
11
(
2014
)
4
,
pp. 54-59
Persistent link: https://www.econbiz.de/10010514113
Saved in:
6
A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Sarhangian, Vahid
;
Balcıog˜lu, Barış
- In:
Operations research letters
41
(
2013
)
6
,
pp. 659-663
Persistent link: https://www.econbiz.de/10010236055
Saved in:
7
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
8
Weak limits of random coefficient autoregressive processes and their application in ruin theory
Dong, Y.
;
Spielmann, J.
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012241966
Saved in:
9
Lowest priority waiting time distribution in an accumulating priority Lévy queue
Kella, Offer
;
Ravner, Liron
- In:
Operations research letters
45
(
2017
)
1
,
pp. 40-45
Persistent link: https://www.econbiz.de/10011687127
Saved in:
10
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
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