"Monte Carlo Methods for Security Pricing"
|
Phelim Boyle
|
Journal of Economic Dynamics and Control,
1997
Type: Journal article
|
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"One-warehouse multiretailer systems with centralized stock information"
|
Yu-Sheng Zheng
|
Operations Research,
1997
Type: Journal article
|
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"Pricing American-Style Securities Using Simulation"
|
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Journal of Economic Dynamics and Control,
1997
Type: Journal article
|
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"Probabilistic Analysis of a Combined Aggregation and Math Programming Heuristic for a General Class of Vehicle Routing and Scheduling Problems"
|
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Management Science,
1997
Type: Journal article
|
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"The Implications of First-Order Risk Aversion for Asset Market Risk Premiums"
|
David Marshall
|
Journal of Monetary Economics,
1997
Type: Journal article
|
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"The Valuation of American Options on Multiple Assets"
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Jerome Detemple
|
Mathematical Finance,
1997
Type: Journal article
|
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"American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods"
|
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Review of Financial Studies,
1996
Type: Journal article
|
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"An Argument Against Hedging by Matching the Currencies of Costs and Revenues"
|
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Journal of Applied Corporate Finance,
1996
Type: Journal article
|
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"Estimating Security Price Derivatives Using Simulation"
|
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Management Science,
1996
Type: Journal article
|
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"Partial quality management: An essay"
|
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Production and Operations Management,
1995
Type: Journal article
|
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