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European journal of operational research : EJOR
DEOS Working Papers
233
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Optimal switching decisions under stochastic volatility with fast mean reversion
Tsekrekos, Andrianos E.
;
Yannacopoulos, Athanasios N.
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 148-157
Persistent link: https://www.econbiz.de/10011446242
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Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework
Georgiou, Kyriakos
;
Domazakis, Georgios N.
;
Pappas, …
- In:
European journal of operational research : EJOR
292
(
2021
)
3
,
pp. 1146-1164
Persistent link: https://www.econbiz.de/10012502431
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3
Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty
Baltas, I.
;
Dopierała, Łukasz
;
Kołodziejczyk, Krzysztof
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1162-1174
Persistent link: https://www.econbiz.de/10013206931
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