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Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint
Jönsson, H.; Jörnsten, K.; Silver, E.A. - In: European journal of operational research : EJOR 68 (1993) 2, pp. 196-211
Persistent link: https://www.econbiz.de/10006689407
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Pricing constant-maturity credit default swaps under jum dynamics
Jönsson, Henrik; Schoutens, Wim - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10003853300
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Fast valuation and calibration of credit default swaps under Lévy dynamics
Fang, Fang; Jönsson, Henrik; Oosterlee, Cornelis W.; … - In: The journal of computational finance 14 (2010/11) 2, pp. 57-86
Persistent link: https://www.econbiz.de/10008810136
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Sense and sensitivity : an input space odyssey for asset-backed security ratings
Di Girolamo, Francesca; Jönsson, Henrik; Campolongo, … - In: International journal of financial research 3 (2012) 4, pp. 46-68
Persistent link: https://www.econbiz.de/10009701833
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Quantitative assessment of securitisation deals
Campolongo, Francesca; Jönsson, Henrik; Schoutens, Wim - 2012
Persistent link: https://www.econbiz.de/10009623223
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Close form pricing formulas for Coupon Cancellable CoCos
Corcuera, José Manuel; De Spiegeleer, Jan; Barbachan, … - In: Journal of banking & finance 42 (2014), pp. 339-351
Persistent link: https://www.econbiz.de/10010408370
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Single name credit default swaptions meet single sided jump models
Jönsson, Henrik; Schoutens, Wim - In: Review of derivatives research 11 (2008) 1/2, pp. 153-169
Persistent link: https://www.econbiz.de/10003829573
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A simulation study of hierarchical production-inventory control
Andersson, H.; Jönsson, H.; Axsäter, S. - In: Operations-Research-Spektrum : Zeitschrift der … 2 (1980) 2, pp. 79-89
Persistent link: https://www.econbiz.de/10001835904
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Stock allocation from a central warehouse in a two-location push type inventory control system
Jönsson, Henrik - In: Inventory in theory and practice : [proceedings of the …, (pp. 609-627). 1986
Persistent link: https://www.econbiz.de/10001268464
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Optimal and heuristic solutions for a simple common component inventory problem
Jönsson, Henrik - In: Engineering costs and production economics : an … 16 (1989) 4, pp. 257-267
Persistent link: https://www.econbiz.de/10001087460