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A class of options with stochastic lives and an extension of the Black-Scholes formula
Jennergren, L. Peter; Naslund, Bertil - In: European Journal of Operational Research 91 (1996) 2, pp. 229-234
Persistent link: https://www.econbiz.de/10005240105
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Currency option pricing with mean reversion and uncovered interest parity: A revision of the Garman-Kohlhagen model
Ekvall, Niklas; Peter Jennergren, L.; Naslund, Bertil - In: European Journal of Operational Research 100 (1997) 1, pp. 41-59
Persistent link: https://www.econbiz.de/10005287453
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The optimal number of management scientists
Naslund, Bertil - In: European Journal of Operational Research 2 (1978) 5, pp. 357-359
Persistent link: https://www.econbiz.de/10005347598
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OR and micros
Jennergren, L. Peter - In: European Journal of Operational Research 20 (1985) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10005337432
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Linear programming on a micro -- The case of the Apple II
Jennergren, L. Peter - In: European Journal of Operational Research 19 (1985) 2, pp. 212-216
Persistent link: https://www.econbiz.de/10005337585
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Continuing value in firm valuation by the discounted cash flow model
Jennergren, L. Peter - In: European Journal of Operational Research 185 (2008) 3, pp. 1548-1563
Persistent link: https://www.econbiz.de/10005278094