Research Abstracts and Citations Search Results

313 results returned.

Title Author(s) Publication Information
"An analysis of bid-price controls for network revenue management"
Kalyan Talluri

Management Science, 1998

Type: Journal article

"Near-optimal echelon-stock (R, nQ) policies in multistage serial systems"
Yu-Sheng Zheng

Operations Research, 1998

Type: Journal article

"Optimal Replication of Contingent Claims Under Portfolio Constraints"
J. Cvitanic
M. Soner

Review of Financial Studies, 1998

Type: Journal article

"Stationary policies in multiechelon inventory systems with deterministic demand and backlogging"

Operations Research, 1998

Type: Journal article

"Sensitivity analysis of an (s,S) inventory model"
Yu-Sheng Zheng

Operations Research Letters, 1997

Type: Journal article

"Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time"

Mathematics of Operations Research, 1997

Type: Journal article

"Density estimation through convex combinations of densities: Approximation and estimation bounds"
Ronny Meir

Neural Networks, 1997

Type: Journal article

"A Continuity Correction for Discrete Barrier Options"
Shing-Gang Kou

Mathematical Finance, 1997

Type: Journal article

"Enhanced Monte Carlo estimates for American option prices"
Gautam Jain

The Journal of Derivatives, 1997

Type: Journal article

"Monte Carlo Methods for Security Pricing"
Phelim Boyle

Journal of Economic Dynamics and Control, 1997

Type: Journal article