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Investment and financing for SMEs with a partial guarantee and jump risk
Luo, Pengfei; Wang, Huamao; Yang, Zhaojun - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1161-1168
Persistent link: https://www.econbiz.de/10011439328
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Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin; Six, Pierre; Anh Ngoc Lai - In: European journal of operational research : EJOR 250 (2016) 2, pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
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Integrated dynamic models for hedging international portfolio risks
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: European journal of operational research : EJOR 285 (2020) 1, pp. 48-65
Persistent link: https://www.econbiz.de/10012239474
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Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian; Pflug, Georg; Polak, John W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
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Pricing and hedging in incomplete markets with model uncertainty
Balter, Anne G.; Pelsser, Antoon André Jean - In: European journal of operational research : EJOR 282 (2020) 3, pp. 911-925
Persistent link: https://www.econbiz.de/10012161810
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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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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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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Income drawdown option with minimum guarantee
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; … - In: European journal of operational research : EJOR 234 (2014) 3, pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
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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