Narrow search
Showing 1 - 9 of 9
Cover Image
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann; Grunspan, Cyril - In: European journal of operational research : EJOR 249 (2016) 1, pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
Cover Image
A two-stage classification technique for bankruptcy prediction
Jardin, Philippe du - In: European journal of operational research : EJOR 254 (2016) 1, pp. 236-252
Persistent link: https://www.econbiz.de/10011503292
Cover Image
Capital regulation under price impacts and dynamic financial contagion
Feinstein, Zachary - In: European journal of operational research : EJOR 281 (2020) 2, pp. 449-463
Persistent link: https://www.econbiz.de/10012153704
Cover Image
Forecasting corporate failure using ensemble of self-organizing neural networks
Jardin, Philippe du - In: European journal of operational research : EJOR 288 (2021) 3, pp. 869-885
Persistent link: https://www.econbiz.de/10012387380
Cover Image
A repo model of fire sales with VWAP and LOB pricing mechanisms
Bichuch, Maxim; Feinstein, Zachary - In: European journal of operational research : EJOR 296 (2022) 1, pp. 353-367
Persistent link: https://www.econbiz.de/10012820174
Cover Image
Strategic fire-sales and price-mediated contagion in the banking system
Braouezec, Yann; Wagalath, Lakshithe - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1180-1197
Persistent link: https://www.econbiz.de/10011990311
Cover Image
Bankruptcy prediction using terminal failure processes
Jardin, Philippe du - In: European journal of operational research : EJOR 242 (2015) 1, pp. 286-303
Persistent link: https://www.econbiz.de/10010488004
Cover Image
Optimal network compression
Amini, Hamed; Feinstein, Zachary - In: European journal of operational research : EJOR 306 (2023) 3, pp. 1439-1455
Persistent link: https://www.econbiz.de/10014279832
Cover Image
Decentralized payment clearing using blockchain and optimal bidding
Amini, Hamed; Bichuch, Maxim; Feinstein, Zachary - In: European journal of operational research : EJOR 309 (2023) 1, pp. 409-420
Persistent link: https://www.econbiz.de/10014290570