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~isPartOf:"European journal of operational research : EJOR"
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European journal of operational research : EJOR
The journal of world investment & trade : law, economics, politics
47
International journal of theoretical and applied finance
43
The new economic diplomacy : decision-making and negotiation in international economic relations
39
NBER working paper series
37
Working paper / National Bureau of Economic Research, Inc.
31
NBER Working Paper
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
20
International journal of diplomacy and economy
18
Journal of financial economics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
The journal of computational finance
17
Working paper
17
Journal of international financial markets, institutions & money
16
International review of economics & finance : IREF
15
Review of derivatives research
15
United Nations publication
15
Discussion paper / Centre for Economic Policy Research
14
Finance research letters
14
Climate change and common sense : essays in honour of Tom Schelling
13
Finance and stochastics
13
Journal of air transport management
13
Law and development perspective on international trade law : The Law and Development Institute
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
The politics of international economic law
13
Competitive regionalism : FTA diffusion in the Pacific Rim
12
Discussion papers / CEPR
12
International legal materials : current documents
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Journal of securities operations & custody
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
OECD working papers on international investment
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1
Variance swaps with mean reversion and multi-factor variance
Wu, Bin
;
Chen, Pengzhan
;
Ye, Wuyi
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
Saved in:
2
Hedging with automatic liquidation and leverage selection on bitcoin futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
3
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Kirkby, J. Lars
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 961-978
Persistent link: https://www.econbiz.de/10013482166
Saved in:
4
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
5
Coordinated routing of electric commercial vehicles with intra-route recharging and en-route battery swapping
Raeesi, Ramin
;
Zōgrafos, Kōnstantinos G.
- In:
European journal of operational research : EJOR
301
(
2022
)
1
,
pp. 82-109
Persistent link: https://www.econbiz.de/10013207346
Saved in:
6
Pricing of variance swap rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
7
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
8
A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch
Fanelli, Viviana
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 238-244
Persistent link: https://www.econbiz.de/10011435817
Saved in:
9
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
10
Variance swap with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
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