- Guodong Ding, Daniele Marazzina
:
Effect of labour income on the optimal bankruptcy problem. Ann. Oper. Res. 336(1-2): 773-795 (2024) - Alessandro Doldi, Marco Frittelli:
Multivariate systemic optimal risk transfer equilibrium. Ann. Oper. Res. 336(1-2): 435-480 (2024) - Yinhong Dong, Donglei Du, Qiaoming Han, Jianfeng Ren, Dachuan Xu:
A Stackelberg order execution game. Ann. Oper. Res. 336(1-2): 571-604 (2024) - Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda:
CBI-time-changed Lévy processes for multi-currency modeling. Ann. Oper. Res. 336(1-2): 127-152 (2024) - Carme Frau, Viviana Fanelli:
Seasonality in commodity prices: new approaches for pricing plain vanilla options. Ann. Oper. Res. 336(1-2): 1089-1131 (2024) - Josep Freixas, Dani Samaniego:
Some characterizations of resolute majority rules. Ann. Oper. Res. 336(3): 2111-2124 (2024) - Marc Geha, Antoine Jacquier, Zan Zuric:
Large and moderate deviations for importance sampling in the Heston model. Ann. Oper. Res. 336(1-2): 47-92 (2024) - Marina Di Giacinto, Claudio Tebaldi, Tai-Ho Wang:
Optimal order execution under price impact: a hybrid model. Ann. Oper. Res. 336(1-2): 605-636 (2024) - Domenico De Giovanni, Arturo Leccadito, Debora Loccisano:
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. Ann. Oper. Res. 336(1-2): 1039-1061 (2024) - Kathrin Glau, Linus Wunderlich:
Neural network expression rates and applications of the deep parametric PDE method in counterparty credit risk. Ann. Oper. Res. 336(1-2): 331-357 (2024) - Emmanuel Gobet, Clara Lage:
Optimal ecological transition path of a credit portfolio distribution, based on multidate Monge-Kantorovich formulation. Ann. Oper. Res. 336(1-2): 1161-1195 (2024) - Doudou Gong, Bas J. Dietzenbacher, Hans Peters:
Two-bound core games and the nucleolus. Ann. Oper. Res. 336(3): 1419-1433 (2024) - Martino Grasselli, Andrea Mazzoran, Andrea Pallavicini:
A general framework for a joint calibration of VIX and VXX options. Ann. Oper. Res. 336(1-2): 3-26 (2024) - Vladimir Gurvich, Mariya Naumova:
On Nash-solvability of n-person graphical games under Markov and a-priori realizations. Ann. Oper. Res. 336(3): 1905-1927 (2024) - Faizal M. F. Hafiz, Jan Broekaert, Davide La Torre, Akshya Swain:
A multi-criteria approach to evolve sparse neural architectures for stock market forecasting. Ann. Oper. Res. 336(1-2): 1219-1263 (2024) - Atefeh Hassanpour, Emad Roghanian, Mahdi Bashiri:
A non-cooperative multi-leader one-follower integrated generation maintenance scheduling problem under the risk of generation units' disruption and variation in demands. Ann. Oper. Res. 336(3): 1591-1635 (2024) - Julian Hölzermann:
Pricing interest rate derivatives under volatility uncertainty. Ann. Oper. Res. 336(1-2): 153-182 (2024) - Robert Jarrow, Philip Protter, Alejandra Quintos:
Computing the probability of a financial market failure: a new measure of systemic risk. Ann. Oper. Res. 336(1-2): 481-503 (2024) - Maryam Johari, Seyyed-Mahdi Hosseini-Motlagh:
An evolutionary game theory approach for analyzing risk-based financing schemes. Ann. Oper. Res. 336(3): 1637-1660 (2024) - Pablo Koch-Medina, Cosimo Munari:
Qualitative robustness of utility-based risk measures. Ann. Oper. Res. 336(1-2): 967-980 (2024) - Stefanos Leonardos, Constandina Koki, Costis Melolidakis:
A generalization of the increasing generalized failure rate unimodality condition. Ann. Oper. Res. 336(3): 1661-1679 (2024) - Weihua Liu, Zhixuan Chen, Tingting Liu:
Model analysis of smart supply chain finance of platform-based enterprises under government supervision. Ann. Oper. Res. 336(3): 1929-1963 (2024) - Attila Lovas, Miklós Rásonyi:
Ergodic aspects of trading with threshold strategies. Ann. Oper. Res. 336(1-2): 691-709 (2024) - Ricardo Martínez, Ruud Hendrickx, Marco Slikker, Izabella Stach:
2021 European meeting on game theory (SING16). Ann. Oper. Res. 336(3): 1369-1372 (2024) - Elisa Mastrogiacomo, Emanuela Rosazza Gianin:
Dynamic capital allocation rules via BSDEs: an axiomatic approach. Ann. Oper. Res. 336(1-2): 749-772 (2024) - Matteo Michielon, Asma Khedher, Peter Spreij:
Proxying credit curves via Wasserstein distances. Ann. Oper. Res. 336(1-2): 1351-1367 (2024) - Maria Montero, Alex Possajennikov:
"Greedy" demand adjustment in cooperative games. Ann. Oper. Res. 336(3): 1461-1478 (2024) - Giulia Di Nunno, Michele Giordano:
Stochastic Volterra equations with time-changed Lévy noise and maximum principles. Ann. Oper. Res. 336(1-2): 1265-1287 (2024) - Iacopo Raffaelli, Simone Scotti, Giacomo Toscano:
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data. Ann. Oper. Res. 336(1-2): 27-45 (2024) - Marcelo Brutti Righi, Marlon Ruoso Moresco:
Inf-convolution and optimal risk sharing with countable sets of risk measures. Ann. Oper. Res. 336(1-2): 829-860 (2024)
