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Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro; Yamakami, Tomohisa - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
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CDS pricing with fractional Hawkes processes
Ketelbuters, John-John; Hainaut, Donatien - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
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The pricing and optimal strategies of callable warrants
Yagi, Kyoko; Sawaki, Katsushige - In: European journal of operational research : EJOR 206 (2010) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10003968462
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Generalised soft binomial American real option pricing model (fuzzy–stochastic approach)
Zmeškal, Zdeněk - In: European journal of operational research : EJOR 207 (2010) 2, pp. 1096-1103
Persistent link: https://www.econbiz.de/10008652602
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A note on "Monte Carlo analysis of convertible bonds with reset clause"
Yang, Jingyang; Choi, Yoon; Li, Shenghong; Yu, Jinping - In: European journal of operational research : EJOR 200 (2009/10) 3, pp. 924-925
Persistent link: https://www.econbiz.de/10003892409
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Gas storage valuation applying numerically constructed recombining trees
Felix, Bastian Joachim; Weber, Christoph - In: European journal of operational research : EJOR 216 (2012) 1, pp. 178-187
Persistent link: https://www.econbiz.de/10009348453
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On valuing and hedging European options when volatility is estimated directly
Popovic, Ray; Goldsman, David Morris - In: European journal of operational research : EJOR 218 (2012) 1, pp. 124-131
Persistent link: https://www.econbiz.de/10009501057
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Real options valuation of forest plantation investments in Brazil
Kallio, Markku; Kuula, Markku; Oinonen, Sami - In: European journal of operational research : EJOR 217 (2012) 2, pp. 428-438
Persistent link: https://www.econbiz.de/10009405531
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Arithmetic Brownian motion and real options
Alexander, David Richard; Mo, Mengjia; Stent, Alan Fraser - In: European journal of operational research : EJOR 219 (2012) 1, pp. 114-122
Persistent link: https://www.econbiz.de/10009511688
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A comparison of regime-switching temperature modeling approaches for applications in weather derivatives
Elias, R. S.; Wahab, M. I. M.; Fang, Liping - In: European journal of operational research : EJOR 232 (2014) 3, pp. 549-560
Persistent link: https://www.econbiz.de/10010224963