Kumar, Devendra; Deswal, Komal Two-dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option. (English) Zbl 07778292 Numer. Methods Partial Differ. Equations 38, No. 5, 1195-1214 (2022). MSC: 35Q91 91G20 91G60 65F60 PDFBibTeX XMLCite \textit{D. Kumar} and \textit{K. Deswal}, Numer. Methods Partial Differ. Equations 38, No. 5, 1195--1214 (2022; Zbl 07778292) Full Text: DOI
Bueno-Guerrero, Alberto A quantum mechanics for interest rate derivatives markets. (English) Zbl 1498.91431 Chaos Solitons Fractals 155, Article ID 111726, 14 p. (2022). MSC: 91G20 81P16 91G80 PDFBibTeX XMLCite \textit{A. Bueno-Guerrero}, Chaos Solitons Fractals 155, Article ID 111726, 14 p. (2022; Zbl 1498.91431) Full Text: DOI
Vijai, J. Prince Production network, technology choice, capacity investment and inventory sourcing decisions: operational hedging under demand uncertainty. (English) Zbl 07549120 Opsearch 58, No. 4, 1164-1191 (2021). MSC: 90Bxx PDFBibTeX XMLCite \textit{J. P. Vijai}, Opsearch 58, No. 4, 1164--1191 (2021; Zbl 07549120) Full Text: DOI
Khajehnasiri, A. A.; Safavi, M. Solving fractional Black-Scholes equation by using Boubaker functions. (English) Zbl 1486.91092 Math. Methods Appl. Sci. 44, No. 11, 8505-8515 (2021). MSC: 91G60 65M99 41A30 26A33 35R11 91G20 35Q91 PDFBibTeX XMLCite \textit{A. A. Khajehnasiri} and \textit{M. Safavi}, Math. Methods Appl. Sci. 44, No. 11, 8505--8515 (2021; Zbl 1486.91092) Full Text: DOI
Zhao, Lima; Huchzermeier, Arnd Integrated operational and financial hedging with capacity reshoring. (English) Zbl 1403.90068 Eur. J. Oper. Res. 260, No. 2, 557-570 (2017). MSC: 90B05 91G20 91G80 PDFBibTeX XMLCite \textit{L. Zhao} and \textit{A. Huchzermeier}, Eur. J. Oper. Res. 260, No. 2, 557--570 (2017; Zbl 1403.90068) Full Text: DOI
Wang, Liao; Yao, David D. Production with risk hedging – optimal policy and efficient frontier. (English) Zbl 1405.91350 Oper. Res. 65, No. 4, 1095-1113 (2017). MSC: 91B42 91B38 91G50 PDFBibTeX XMLCite \textit{L. Wang} and \textit{D. D. Yao}, Oper. Res. 65, No. 4, 1095--1113 (2017; Zbl 1405.91350) Full Text: DOI
Zhao, Lima; Huchzermeier, Arnd Operations-finance interface models: a literature review and framework. (English) Zbl 1346.90199 Eur. J. Oper. Res. 244, No. 3, 905-917 (2015). MSC: 90B06 90B50 91B38 91G50 90-02 PDFBibTeX XMLCite \textit{L. Zhao} and \textit{A. Huchzermeier}, Eur. J. Oper. Res. 244, No. 3, 905--917 (2015; Zbl 1346.90199) Full Text: DOI
Chan, Leunglung; Zhu, Song-Ping An explicit analytic formula for pricing barrier options with regime switching. (English) Zbl 1308.91158 Math. Financ. Econ. 9, No. 1, 29-37 (2015). MSC: 91G20 35A25 34A25 35Q91 35R09 60H30 PDFBibTeX XMLCite \textit{L. Chan} and \textit{S.-P. Zhu}, Math. Financ. Econ. 9, No. 1, 29--37 (2015; Zbl 1308.91158) Full Text: DOI
Sakuma, Takayuki; Yamada, Yuji Application of homotopy analysis method to option pricing under Lévy processes. (English) Zbl 1307.91180 Asia-Pac. Financ. Mark. 21, No. 1, 1-14 (2014). MSC: 91G20 91G80 35A25 34A25 35Q91 35R09 60G51 PDFBibTeX XMLCite \textit{T. Sakuma} and \textit{Y. Yamada}, Asia-Pac. Financ. Mark. 21, No. 1, 1--14 (2014; Zbl 1307.91180) Full Text: DOI Link
Gupta, Aparna Risk management and simulation. (English) Zbl 1275.91003 Boca Raton, FL: CRC Press (ISBN 978-1-4398-3594-4/hbk; 978-1-4398-3595-1/ebook). xxx, 491 p. (2013). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91-01 91B30 91G40 91G20 91G50 91-08 91G60 PDFBibTeX XMLCite \textit{A. Gupta}, Risk management and simulation. Boca Raton, FL: CRC Press (2013; Zbl 1275.91003) Full Text: DOI
Talponen, Jarno Matching distributions: Asset pricing with density shape correction. arXiv:1312.4227 Preprint, arXiv:1312.4227 [q-fin.PR] (2013). MSC: 91G20 91G50 44A99 BibTeX Cite \textit{J. Talponen}, ``Matching distributions: Asset pricing with density shape correction'', Preprint, arXiv:1312.4227 [q-fin.PR] (2013) Full Text: arXiv OA License
Sting, Fabian J.; Huchzermeier, Arnd Ensuring responsive capacity: how to contract with backup suppliers. (English) Zbl 1205.90058 Eur. J. Oper. Res. 207, No. 2, 725-735 (2010). MSC: 90B06 PDFBibTeX XMLCite \textit{F. J. Sting} and \textit{A. Huchzermeier}, Eur. J. Oper. Res. 207, No. 2, 725--735 (2010; Zbl 1205.90058) Full Text: DOI
Li, Shanling; Wang, Letian Outsourcing and capacity planning in an uncertain global environment. (English) Zbl 1205.91101 Eur. J. Oper. Res. 207, No. 1, 131-141 (2010). MSC: 91B38 90B50 91G50 PDFBibTeX XMLCite \textit{S. Li} and \textit{L. Wang}, Eur. J. Oper. Res. 207, No. 1, 131--141 (2010; Zbl 1205.91101) Full Text: DOI
Ludkovski, Michael Financial hedging of operational flexibility. (English) Zbl 1180.91305 Int. J. Theor. Appl. Finance 11, No. 8, 799-839 (2008). Reviewer: Mark A. Petersen (Potchefstroom) MSC: 91G50 91G20 PDFBibTeX XMLCite \textit{M. Ludkovski}, Int. J. Theor. Appl. Finance 11, No. 8, 799--839 (2008; Zbl 1180.91305) Full Text: DOI
Carmona, Renè; Ludkovski, Michael Pricing asset scheduling flexibility using optimal switching. (English) Zbl 1156.91361 Appl. Math. Finance 15, No. 5-6, 405-447 (2008). MSC: 91G20 65C05 93C95 PDFBibTeX XMLCite \textit{R. Carmona} and \textit{M. Ludkovski}, Appl. Math. Finance 15, No. 5--6, 405--447 (2008; Zbl 1156.91361) Full Text: DOI
Chang, Carolyn W.; Chang, Jack S. K.; Lu, Weili Pricing catastrophe options in discrete operational time. (English) Zbl 1284.91541 Insur. Math. Econ. 43, No. 3, 422-430 (2008). MSC: 91G20 91B30 PDFBibTeX XMLCite \textit{C. W. Chang} et al., Insur. Math. Econ. 43, No. 3, 422--430 (2008; Zbl 1284.91541) Full Text: DOI
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Huchzermeier, Arnd; Cohen, Morris A. Valuing operational flexibility under exchange rate risk. (English) Zbl 0847.90067 Oper. Res. 44, No. 1, 100-113 (1996). MSC: 90B30 91B28 90C90 PDFBibTeX XMLCite \textit{A. Huchzermeier} and \textit{M. A. Cohen}, Oper. Res. 44, No. 1, 100--113 (1996; Zbl 0847.90067) Full Text: DOI