Research Abstracts and Citations Search Results

315 results returned.

Title Author(s) Publication Information
"Capacity expansion and replacement in growing markets with uncertain technological breakthroughs"
Sampath Rajagopalan
Thomas Morton

Management Science, 1998

Type: Journal article

"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