Volume 22, Issue 2

Search all Central European Journal of Operations Research articles

June 2014

Special issue on The state of financial modelling in 2012, as shaped by the GFC

Issue Editor:

Rita L. D' Ecclesia

10 articles in this issue

The state of financial modelling in 2012, as shaped by the GFC
Rita L. D’Ecclesia
Editorial 28 February 2014 Pages: 233 - 235
Are we using the wrong letters? An analysis of executive stock option Greeks
Susana Álvarez-Díez
J. Samuel Baixauli-Soler
María Belda-Ruiz
Original Paper 20 February 2013 Pages: 237 - 262
Downside risk in multiperiod tracking error models
Diana Barro
Elio Canestrelli
Original Paper 29 March 2013 Pages: 263 - 283
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective
Rosella Castellano
Luisa Scaccia
Original Paper 29 October 2013 Pages: 285 - 305
Market efficiency of the Post Communist East European stock markets
Victor Dragotă
Elena Valentina Ţilică
Original Paper 04 July 2013 Pages: 307 - 337
N-tuple S&P patterns across decades, 1950–2011
A. G. Malliaris
Mary Malliaris
Original Paper 12 April 2013 Pages: 339 - 353
Optimal impulse control of a portfolio with a fixed transaction cost
Stefano Baccarin
Daniele Marazzina
Original Paper 17 May 2013 Pages: 355 - 372
Option pricing in a conditional Bilateral Gamma model
Fabio Bellini
Lorenzo Mercuri
Original Paper 20 February 2013 Pages: 373 - 390
Adjustable and fixed interest rates mortgage markets modelling
Mariacristina Uberti
Simone Landini
Simone Casellina
Original Paper 20 April 2013 Pages: 391 - 406
A stochastic model for investments in different technologies for electricity production in the long period
Maria Teresa Vespucci
Marida Bertocchi
Stefano Zigrino
Original Paper 18 July 2013 Pages: 407 - 426

Volume 22, Issue 2

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