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81
The "delta" of the Margrabe formula
Sebehela, Tumellano
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010392141
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82
The space of solution alternatives in the optimal lotsizing problem for general assembly systems applying MRP theory
Grubbström, Robert W.
;
Tang, Ou
- In:
International journal of production economics
140
(
2012
)
2
,
pp. 765-777
Persistent link: https://www.econbiz.de/10009682535
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83
On the representation of timing for different structures within MRP theory
Bogataj, Marija
;
Grubbström, Robert W.
- In:
International journal of production economics
140
(
2012
)
2
,
pp. 749-755
Persistent link: https://www.econbiz.de/10009682541
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84
Efficient optimization algorithms for surgical scheduling under uncertainty
Tsai, Shing Chih
;
Yeh, Yingchieh
;
Kuo, Chen-Yun
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 579-593
Persistent link: https://www.econbiz.de/10012513220
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85
Occupation times of Lévy processes
Wu, Lan
;
Zhang, Xiao
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012655022
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86
Transient analysis of an affine Queue-Hawkes process
Legros, Benjamin
- In:
Operations research letters
49
(
2021
)
3
,
pp. 393-399
Persistent link: https://www.econbiz.de/10012591639
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87
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
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88
Pricing discrete path-dependent options under a double exponential jump-diffusion model
Fuh, Cheng-der
;
Luo, Sheng-feng
;
Yen, Ju-fang
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2702-2713
Persistent link: https://www.econbiz.de/10009776395
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89
On the probability of default in a market with price clustering and jump risk
Song, Shiyu
;
Wang, Yongjin
;
Xu, Guangli
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10012240142
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90
Move-based hedging of variable annuities : a semi-analytic approach
Lin, X. Sheldon
;
Wu, Panpan
;
Wang, Xiao
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
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