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Research article

First published 2017-5

Limit order trading with a mean reverting reference price

Saran Ahuja, George Papanicolaou, Weiluo Ren [...]

Risk and Decision Analysis

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Research article

First published 2018-6-22

Mean-reverting stock model and pricing rules for Asian currency option

Yuhong Sheng, Gang Shi

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2017-8-24

Valuation of stock loan under uncertain mean-reverting stock model

Gang Shi, Zhiqiang Zhang, Yuhong Sheng

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2007-11

Investigating the Pricing Efficiency of Indian Equity Futures Market

Kapil Gupta, Balwinder Singh

Management and Labour Studies

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Research article

First published 2021-03-02

Valuation of interest rate ceiling and floor based on the uncertain fractional differential equation in Caputo sense

Ting Jin, Hui Ding, Bo Li [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2020-7

Reliability-based performance analysis of mining drilling operations through Markov chain Monte Carlo and mean reverting process simulations

Omer Faruk Ugurlu, Mustafa Kumral

SIMULATION

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Research article

First published 2013-8-26

Optimizing sparse mean reverting portfolios

I. Róbert Sipos, János Levendovszky

Algorithmic Finance

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Research article

First published 2021-01

A Risk-Hedging View to Refinery Capacity Investment in OPEC Countries

Hamed Ghoddusi, Franz Wirl

The Energy Journal

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Research article

First published 2013-4

A Kaleidoscopic Study of Pricing Performance of Stochastic Volatility Option Pricing Models: Evidence from Recent Indian Economic Turbulence

Vipul Kumar Singh, Pushkar Pachori

Vikalpa: The Journal for Decision Makers

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Research article

First published 2022-08

Dynamic pricing and inventory management in the presence of online reviews

Nan Yang, Renyu Zhang

Production and Operations Management

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