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A practical finite difference method for the three-dimensional Black-Scholes equation
Kim, Junseok; Kim, Taekkeun; Jo, Jaehyun; Choi, Yongho; … - In: European journal of operational research : EJOR 252 (2016) 1, pp. 183-190
Persistent link: https://www.econbiz.de/10011449164
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A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen - In: European journal of operational research : EJOR 250 (2016) 3, pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
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Nonlinear valuation under credit, funding, and margins : existence, uniqueness, invariance, and disentanglement
Brigo, Damiano; Francischello, Marco; Pallavicini, Andrea - In: European journal of operational research : EJOR 274 (2019) 2, pp. 788-805
Persistent link: https://www.econbiz.de/10011990226
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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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Simplified stochastic calculus with applications in economics and finance
Černý, Aleš; Ruf, Johannes - In: European journal of operational research : EJOR 293 (2021) 2, pp. 547-560
Persistent link: https://www.econbiz.de/10012513216
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Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl; Fanelli, Viviana; Musti, Silvana - In: European journal of operational research : EJOR 208 (2011) 2, pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
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Matching functions for free-floating shared mobility system optimization to capture maximum walking distances
Soppert, Matthias; Steinhardt, Claudius; Müller, Christian - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1194-1214
Persistent link: https://www.econbiz.de/10013492857
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Behavioral analytics for myopic agents
Mintz, Yonatan; Aswani, Anil; Kaminsky, Philip; … - In: European journal of operational research : EJOR 310 (2023) 2, pp. 793-811
Persistent link: https://www.econbiz.de/10014340779
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Assembly line balancing : what happened in the last fifteen years?
Boysen, Nils; Schulze, Philipp; Scholl, Armin - In: European journal of operational research : EJOR 301 (2022) 3, pp. 797-814
Persistent link: https://www.econbiz.de/10013263063
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Cold vs hot standby mission operation cost minimization for 1-out-of-N systems
Levitin, Gregory; Xing, Liudong; Dai, Yuanshun - In: European journal of operational research : EJOR 234 (2014) 1, pp. 155-162
Persistent link: https://www.econbiz.de/10010247343