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European journal of operational research : EJOR
Computational economics
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1
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
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2
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
Saved in:
3
A general framework for time-changed Markov processes and applications
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10011987591
Saved in:
4
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
Saved in:
5
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
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6
A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu
;
Kirby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
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7
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
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8
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
Saved in:
9
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
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